Forex Portfolio

Comprehensive Strategy Analysis • 2000-01-01 to 2025-07-25

EURUSD=X

Best: Rnn Linear Regression ⏰ 1d
PSR
0.675
Sharpe Ratio
0.926
Total Orders
321
Net Profit
24.08%
Average Win
31.09%
Average Loss
-7.10%
Annual Return
24.08%
Max Drawdown
-14.11%
Win Rate
0.3%
Profit/Loss Ratio
3.96
Alpha
0.053
Beta
0.988
Sortino Ratio
1.273
Total Fees
$4,705.40
Strategy Capacity
$2,709,477
Portfolio Turnover
0.80%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rnn Linear Regression 1d 2.485 69.2% -28.2% 0.5% 🏆 BEST
2 Rsi 1d 2.447 26.6% -7.9% 0.5%
3 Bollinger Bands 1d 2.444 76.2% -30.0% 0.6%
4 Adx 1d 2.374 -3.1% -25.6% 0.6%
5 Macd 1d 2.365 69.6% -29.1% 0.6%
6 Improved Index Trend 1d 2.329 -9.2% -17.8% 0.7%
7 Inside Day 1d 2.285 19.5% -9.6% 0.7%
8 Multi Layer Ema 1d 2.271 -4.2% -8.9% 0.5%
9 Wheel Strategy 1d 2.252 60.7% -25.1% 0.3%
10 Support Vector Machines 1d 2.241 6.9% -29.0% 0.3%
11 Confident Trend 1d 2.203 -4.7% -10.6% 0.5%
12 Machine Learning Rsi 1d 2.057 45.7% -25.0% 0.3%
13 Buyandhold 1d 1.999 72.9% -24.5% 0.6%
14 Stan Weinstein 1d 1.974 46.8% -10.6% 0.7%
15 Linear Regression Pca 1d 1.868 55.4% -18.5% 0.3%
16 Neural Networks Recurrent Neural 1d 1.820 -0.3% -27.0% 0.6%
17 Linear Regression 1d 1.805 64.4% -9.5% 0.4%
18 Donchian Channels Breakout 1d 1.799 29.4% -11.0% 0.4%
19 Stable Mean Revert 1d 1.705 44.2% -9.7% 0.6%
20 Counter Punsh 1d 1.507 -10.1% -15.7% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-12-02 00:00:00 BUY $450.57 132 $1,279,968.10 $59.48 262 $1,269,968.10 $-2,568,758.26
2020-12-20 00:00:00 SELL $400.62 68 $1,370,311.37 $27.24 67 $1,360,311.37 $-2,719,442.59
2021-01-07 00:00:00 SELL $337.23 12 $48,177.70 $4.05 35 $38,177.70 $-185,500.43
2021-04-06 00:00:00 SELL $79.97 1 $27,860.39 $0.08 0 $17,860.39 $0.00
2021-05-01 00:00:00 SELL $454.87 25 $47,705.57 $11.37 59 $37,705.57 $-159,622.50
2021-07-26 00:00:00 SELL $439.51 1 $19,434.66 $0.44 2 $9,434.66 $-86,542.07
2021-08-23 00:00:00 SELL $236.40 16 $92,333.40 $3.78 52 $82,333.40 $-335,331.89
2022-01-06 00:00:00 SELL $372.71 81 $122,773.84 $30.19 116 $112,773.84 $-394,139.84
2022-02-02 00:00:00 SELL $202.12 2 $56,836.00 $0.40 39 $46,836.00 $-268,830.12
2022-02-05 00:00:00 SELL $347.10 35 $24,254.84 $12.15 12 $14,254.84 $-68,890.98
2022-02-21 00:00:00 SELL $354.82 19 $110,567.05 $6.74 18 $100,567.05 $-319,247.41
2022-06-25 00:00:00 SELL $79.08 10 $57,626.04 $0.79 29 $47,626.04 $-274,419.33
2022-07-23 00:00:00 SELL $446.70 159 $281,357.99 $71.02 93 $271,357.99 $-481,371.27
2022-08-04 00:00:00 BUY $456.74 8 $11,951.53 $3.65 23 $1,951.53 $-41,625.87
2022-09-27 00:00:00 BUY $376.09 2 $64,972.09 $0.75 14 $54,972.09 $-254,320.39
2022-10-02 00:00:00 SELL $157.57 2 $8,765.82 $0.32 23 $-1,234.18 $-59,702.49
2022-10-19 00:00:00 SELL $241.42 512 $549,862.60 $123.61 1,128 $539,862.60 $-838,098.19
2022-11-07 00:00:00 BUY $287.02 11 $34,157.47 $3.16 11 $24,157.47 $-120,107.30
2022-12-22 00:00:00 BUY $205.43 9 $9,834.89 $1.85 15 $-165.11 $-57,013.74
2023-03-02 00:00:00 BUY $457.61 2 $7,901.77 $0.92 2 $-2,098.23 $-1,213.00
2023-03-05 00:00:00 SELL $389.67 5 $37,827.32 $1.95 1 $27,827.32 $-122,030.23
2023-03-13 00:00:00 SELL $277.86 612 $1,065,813.83 $170.05 349 $1,055,813.83 $-2,280,619.09
2023-03-31 00:00:00 BUY $184.76 28 $59,833.79 $5.17 283 $49,833.79 $-333,589.18
2023-04-22 00:00:00 SELL $60.57 18 $64,781.40 $1.09 14 $54,781.40 $-258,737.68
2023-05-27 00:00:00 BUY $122.03 141 $65,012.12 $17.21 255 $55,012.12 $-337,550.84
2023-07-13 00:00:00 BUY $478.72 28 $51,554.62 $13.40 42 $41,554.62 $-240,231.76
2023-07-31 00:00:00 SELL $329.42 1,112 $1,000,315.10 $366.31 719 $990,315.10 $-3,519,178.31
2023-08-13 00:00:00 BUY $429.76 3 $18,995.59 $1.29 3 $8,995.59 $-84,842.54
2023-09-11 00:00:00 BUY $402.21 24 $26,654.95 $9.65 46 $16,654.95 $-122,939.23
2023-09-21 00:00:00 SELL $193.43 1 $19,771.53 $0.19 0 $9,771.53 $0.00
2023-09-30 00:00:00 SELL $281.56 3 $64,500.08 $0.84 5 $54,500.08 $-275,304.93
2023-10-18 00:00:00 BUY $468.39 5 $13,822.69 $2.34 5 $3,822.69 $-16,075.83
2023-12-30 00:00:00 SELL $63.88 1 $27,780.51 $0.06 1 $17,780.51 $-73,792.81
2024-01-30 00:00:00 SELL $92.22 48 $19,995.07 $4.43 2 $9,995.07 $-85,947.38
2024-04-01 00:00:00 BUY $102.75 20 $8,218.86 $2.05 32 $-1,781.14 $-37,576.15
2024-04-12 00:00:00 SELL $379.47 179 $490,799.06 $67.92 319 $480,799.06 $-854,772.94
2024-05-03 00:00:00 SELL $429.06 1 $15,633.28 $0.43 0 $5,633.28 $0.00
2024-08-07 00:00:00 SELL $487.66 21 $118,687.62 $10.24 9 $108,687.62 $-303,128.00
2024-08-22 00:00:00 SELL $245.64 1 $15,604.35 $0.25 0 $5,604.35 $0.00
2024-09-07 00:00:00 SELL $66.10 1 $7,967.81 $0.07 1 $-2,032.19 $-2,977.34
2024-09-20 00:00:00 SELL $393.83 94 $107,777.22 $37.02 31 $97,777.22 $-275,790.09
2024-09-22 00:00:00 BUY $452.61 8 $28,974.27 $3.62 28 $18,974.27 $-147,964.81
2024-11-19 00:00:00 SELL $254.57 1 $14,062.70 $0.25 0 $4,062.70 $0.00
2024-11-25 00:00:00 SELL $481.35 337 $1,107,640.16 $162.21 517 $1,097,640.16 $-1,917,240.12
2024-12-02 00:00:00 SELL $462.30 17 $56,432.16 $7.86 41 $46,432.16 $-257,758.46
2025-01-10 00:00:00 BUY $478.93 9 $11,289.62 $4.31 9 $1,289.62 $-51,474.47
2025-03-16 00:00:00 SELL $392.08 28 $103,300.79 $10.98 24 $93,300.79 $-338,214.55
2025-03-26 00:00:00 SELL $154.84 8 $15,987.23 $1.24 0 $5,987.23 $0.00
2025-04-05 00:00:00 SELL $147.98 12 $44,134.94 $1.78 47 $34,134.94 $-190,348.48
2025-05-02 00:00:00 BUY $218.30 1,421 $829,126.22 $310.20 1,421 $819,126.22 $-3,662,292.90
SUMMARY (296 total orders) $829,126.22 $9393.85 - $24.08% -

GBPUSD=X

Best: Wheel Strategy ⏰ 1d
PSR
0.837
Sharpe Ratio
0.267
Total Orders
291
Net Profit
42.33%
Average Win
22.88%
Average Loss
-4.06%
Annual Return
42.33%
Max Drawdown
-24.12%
Win Rate
0.4%
Profit/Loss Ratio
6.45
Alpha
0.112
Beta
0.635
Sortino Ratio
0.854
Total Fees
$4,922.76
Strategy Capacity
$4,574,956
Portfolio Turnover
0.48%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Wheel Strategy 1d 2.462 16.3% -28.2% 0.5% 🏆 BEST
2 Stan Weinstein 1d 2.400 29.9% -13.8% 0.4%
3 Decision Tree 3 1d 2.384 1.2% -21.3% 0.5%
4 Decision Tree 2 1d 2.297 52.5% -17.9% 0.4%
5 Ride The Aggression 1d 2.203 19.3% -19.0% 0.4%
6 Trend Risk Protection 1d 2.190 55.0% -16.6% 0.4%
7 Adx 1d 2.147 70.9% -14.4% 0.6%
8 Face The Train 1d 2.044 18.0% -9.2% 0.3%
9 Linear Regression Pca 1d 2.005 37.3% -27.9% 0.7%
10 Larry Williams 1d 1.992 1.1% -29.5% 0.7%
11 Turtle Trading 1d 1.915 50.1% -6.6% 0.5%
12 Long Short Term Memory Neural Network 1d 1.869 65.5% -7.6% 0.5%
13 Bollinger Bands 1d 1.853 53.9% -9.6% 0.4%
14 Mfi 1d 1.810 14.5% -21.2% 0.6%
15 Lazy Trend Follower 1d 1.805 49.1% -16.4% 0.7%
16 Pullback 1d 1.729 76.7% -14.6% 0.3%
17 Rnn Linear Regression 1d 1.700 69.4% -26.5% 0.7%
18 Weekly Breakout 1d 1.642 65.0% -17.6% 0.5%
19 Ais Micro Test Diversity Gap 1d 1.623 32.3% -5.9% 0.7%
20 Donchian Boyt 1d 1.521 24.9% -17.7% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-07-11 00:00:00 BUY $341.61 4 $8,121.54 $1.37 14 $-1,878.46 $-44,647.68
2021-07-24 00:00:00 BUY $386.24 12 $74,565.27 $4.63 196 $64,565.27 $-253,365.14
2021-07-26 00:00:00 SELL $469.33 1 $12,268.12 $0.47 0 $2,268.12 $0.00
2021-07-29 00:00:00 SELL $185.25 4 $18,817.87 $0.74 28 $8,817.87 $-107,167.25
2021-08-06 00:00:00 SELL $311.91 6 $10,383.37 $1.87 6 $383.37 $-23,086.45
2021-10-26 00:00:00 SELL $179.58 171 $775,599.54 $30.71 149 $765,599.54 $-1,328,336.72
2021-11-14 00:00:00 SELL $128.79 1 $9,784.98 $0.13 6 $-215.02 $-80,295.38
2022-01-01 00:00:00 BUY $436.12 8 $10,081.10 $3.49 12 $81.10 $-1,601.66
2022-02-11 00:00:00 SELL $339.64 18 $35,672.68 $6.11 23 $25,672.68 $-203,993.99
2022-02-26 00:00:00 SELL $52.60 2 $17,150.51 $0.11 0 $7,150.51 $0.00
2022-05-07 00:00:00 SELL $423.02 232 $266,665.97 $98.14 27 $256,665.97 $-401,158.71
2022-10-01 00:00:00 SELL $491.14 4 $12,848.29 $1.96 0 $2,848.29 $0.00
2022-10-20 00:00:00 BUY $433.42 325 $474,486.72 $140.86 408 $464,486.72 $-417,306.92
2022-12-22 00:00:00 BUY $274.54 4 $3,642.99 $1.10 25 $-6,357.01 $-30,489.94
2022-12-29 00:00:00 SELL $86.13 2 $877,887.97 $0.17 3 $867,887.97 $-1,185,724.86
2023-01-25 00:00:00 SELL $136.61 71 $871,417.74 $9.70 62 $861,417.74 $-1,177,513.55
2023-02-19 00:00:00 BUY $262.50 16 $46,585.07 $4.20 18 $36,585.07 $-141,534.95
2023-04-15 00:00:00 SELL $485.22 8 $17,577.12 $3.88 14 $7,577.12 $-87,564.12
2023-05-20 00:00:00 BUY $85.18 57 $168,623.18 $4.86 259 $158,623.18 $-385,663.58
2023-05-24 00:00:00 SELL $101.83 7 $12,487.48 $0.71 0 $2,487.48 $0.00
2023-07-09 00:00:00 BUY $304.93 3 $38,897.28 $0.91 32 $28,897.28 $-126,081.61
2023-08-05 00:00:00 BUY $239.84 2 $2,136.14 $0.48 30 $-7,863.86 $-32,282.04
2023-08-31 00:00:00 BUY $227.68 51 $41,410.07 $11.61 51 $31,410.07 $-138,848.48
2023-09-29 00:00:00 BUY $394.93 1 $5,025.42 $0.39 8 $-4,974.58 $-36,797.51
2023-10-14 00:00:00 BUY $198.51 11 $6,218.55 $2.18 38 $-3,781.45 $-46,623.90
2023-11-23 00:00:00 SELL $302.51 2 $47,189.49 $0.61 16 $37,189.49 $-145,619.83
2023-11-26 00:00:00 SELL $426.17 11 $13,077.67 $4.69 2 $3,077.67 $-26,092.52
2023-12-21 00:00:00 SELL $123.63 214 $534,500.57 $26.46 12 $524,500.57 $-841,041.61
2023-12-24 00:00:00 BUY $392.84 3 $4,742.25 $1.18 21 $-5,257.75 $-27,925.33
2024-01-01 00:00:00 SELL $197.33 21 $18,260.21 $4.14 34 $8,260.21 $-99,053.87
2024-02-06 00:00:00 SELL $244.67 105 $844,885.03 $25.69 36 $834,885.03 $-1,235,934.56
2024-05-11 00:00:00 SELL $224.70 17 $68,600.03 $3.82 36 $58,600.03 $-267,130.42
2024-05-19 00:00:00 SELL $307.86 13 $12,820.56 $4.00 6 $2,820.56 $-4,987.91
2024-05-20 00:00:00 BUY $366.46 18 $26,656.31 $6.60 401 $16,656.31 $-175,148.85
2024-07-26 00:00:00 SELL $297.98 85 $356,467.55 $25.33 1,291 $346,467.55 $-801,292.11
2024-08-02 00:00:00 SELL $381.35 22 $44,053.92 $8.39 1 $34,053.92 $-211,424.31
2024-08-13 00:00:00 SELL $76.41 8 $16,760.83 $0.61 6 $6,760.83 $-96,749.42
2024-08-28 00:00:00 SELL $484.58 17 $274,895.58 $8.24 10 $264,895.58 $-407,734.49
2024-09-10 00:00:00 BUY $425.83 195 $713,707.04 $83.04 201 $703,707.04 $-1,269,500.70
2024-10-23 00:00:00 SELL $497.81 976 $841,846.56 $485.86 315 $831,846.56 $-1,029,172.34
2024-11-30 00:00:00 SELL $338.38 3 $6,708.22 $1.02 5 $-3,291.78 $-20,467.22
2024-12-01 00:00:00 BUY $264.89 11 $9,351.46 $2.91 11 $-648.54 $-62,755.42
2025-01-01 00:00:00 BUY $88.02 173 $59,322.90 $15.23 369 $49,322.90 $-301,225.00
2025-01-09 00:00:00 SELL $456.48 2 $7,098.65 $0.91 1 $-2,901.35 $-42,290.65
2025-03-12 00:00:00 BUY $445.37 4 $24,720.74 $1.78 4 $14,720.74 $-110,572.75
2025-04-03 00:00:00 SELL $477.92 80 $334,060.22 $38.23 10 $324,060.22 $-444,924.51
2025-04-13 00:00:00 SELL $405.01 3 $9,489.34 $1.22 10 $-510.66 $-45,380.12
2025-05-23 00:00:00 BUY $341.88 3 $2,616.31 $1.03 28 $-7,383.69 $-28,878.87
2025-06-01 00:00:00 BUY $414.87 22 $31,232.65 $9.13 25 $21,232.65 $-112,217.78
2025-07-14 00:00:00 SELL $169.83 248 $280,665.96 $42.12 130 $270,665.96 $-427,625.93
SUMMARY (277 total orders) $280,665.96 $4040.16 - $42.33% -

USDJPY=X

Best: Confident Trend ⏰ 1d
PSR
0.945
Sharpe Ratio
0.491
Total Orders
244
Net Profit
28.76%
Average Win
22.09%
Average Loss
-4.47%
Annual Return
28.76%
Max Drawdown
-21.54%
Win Rate
0.5%
Profit/Loss Ratio
7.95
Alpha
-0.096
Beta
1.191
Sortino Ratio
1.532
Total Fees
$4,626.12
Strategy Capacity
$534,503
Portfolio Turnover
1.81%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Confident Trend 1d 2.481 -15.1% -24.5% 0.3% 🏆 BEST
2 Multi Layer Ema 1d 2.357 38.3% -18.8% 0.5%
3 Donchian Channels Breakout 1d 2.346 37.4% -25.3% 0.7%
4 Stable Mean Revert 1d 2.341 47.3% -13.5% 0.4%
5 Ais Micro Test Diversity Gap 1d 2.281 -7.6% -5.3% 0.5%
6 Adx 1d 2.231 79.0% -18.9% 0.3%
7 Macd 1d 2.115 61.2% -10.0% 0.6%
8 Face The Train 1d 2.112 39.3% -15.2% 0.3%
9 Decision Tree 1d 1.974 4.0% -19.7% 0.7%
10 Rnn Linear Regression 1d 1.952 48.3% -24.1% 0.5%
11 Counter Punsh 1d 1.949 36.9% -8.4% 0.6%
12 Bollinger Bands 1d 1.936 -10.2% -6.3% 0.7%
13 Neural Networks Recurrent Neural 1d 1.875 8.5% -10.6% 0.3%
14 Linear Regression Pca 1d 1.872 -6.1% -15.4% 0.4%
15 Machine Learning Rsi 1d 1.784 45.3% -21.6% 0.3%
16 Trend Risk Protection 1d 1.624 22.8% -10.3% 0.3%
17 Russell Rebalancing Strategy 1d 1.498 -0.5% -25.9% 0.6%
18 Bullish Engulfing 1d 1.425 9.4% -18.7% 0.5%
19 Turtle Trading 1d 1.301 19.4% -12.9% 0.6%
20 Donchian Boyt 1d 1.207 -6.3% -8.5% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-08-12 00:00:00 SELL $91.33 1 $17,841.71 $0.09 0 $7,841.71 $0.00
2018-11-06 00:00:00 SELL $490.89 94 $954,363.98 $46.14 2,068 $944,363.98 $-981,703.77
2018-11-28 00:00:00 SELL $494.18 115 $742,917.82 $56.83 250 $732,917.82 $-905,304.98
2019-03-20 00:00:00 BUY $200.80 1,683 $2,096,512.27 $337.95 1,709 $2,086,512.27 $-4,145,700.91
2019-03-29 00:00:00 SELL $137.83 383 $1,888,790.12 $52.79 326 $1,878,790.12 $-2,628,319.91
2019-03-31 00:00:00 BUY $112.15 1,862 $1,405,361.55 $208.82 1,877 $1,395,361.55 $-1,975,320.75
2019-09-16 00:00:00 BUY $344.27 709 $1,836,054.19 $244.09 709 $1,826,054.19 $-2,185,074.99
2019-11-03 00:00:00 BUY $458.86 78 $189,911.38 $35.79 303 $179,911.38 $-539,417.85
2020-04-20 00:00:00 BUY $71.29 23 $12,343.46 $1.64 122 $2,343.46 $-29,192.88
2020-06-02 00:00:00 SELL $325.83 19 $21,253.48 $6.19 21 $11,253.48 $-6,664.42
2020-06-19 00:00:00 SELL $392.15 18 $90,578.56 $7.06 119 $80,578.56 $-305,423.86
2020-09-24 00:00:00 BUY $238.88 3 $138,278.62 $0.72 21 $128,278.62 $-347,073.62
2020-10-20 00:00:00 SELL $275.09 4,086 $2,647,507.28 $1124.01 85 $2,637,507.28 $-3,894,175.13
2020-10-23 00:00:00 SELL $336.94 26 $225,738.05 $8.76 225 $215,738.05 $-602,640.33
2020-12-16 00:00:00 SELL $307.45 46 $32,734.88 $14.14 2 $22,734.88 $-18,421.86
2020-12-23 00:00:00 SELL $139.32 2 $192,629.42 $0.28 42 $182,629.42 $-524,136.74
2020-12-24 00:00:00 SELL $467.21 146 $2,077,026.26 $68.21 20 $2,067,026.26 $-2,419,820.79
2020-12-25 00:00:00 SELL $246.31 7 $30,995.98 $1.72 97 $20,995.98 $-53,280.38
2021-02-10 00:00:00 SELL $68.61 134 $1,379,991.30 $9.19 1,835 $1,369,991.30 $-2,303,267.56
2021-02-27 00:00:00 BUY $64.56 1,053 $187,400.33 $67.98 1,053 $177,400.33 $-646,262.39
2021-05-28 00:00:00 SELL $231.93 10 $57,571.73 $2.32 7 $47,571.73 $-79,868.41
2021-06-29 00:00:00 SELL $184.11 162 $2,706,845.70 $29.83 804 $2,696,845.70 $-5,415,286.62
2021-07-15 00:00:00 SELL $470.99 5 $8,993.89 $2.35 5 $-1,006.11 $-6,178.97
2021-07-23 00:00:00 BUY $291.57 47 $80,255.72 $13.70 186 $70,255.72 $-226,395.82
2021-08-08 00:00:00 BUY $266.90 8 $7,862.66 $2.14 8 $-2,137.34 $2,135.20
2021-08-21 00:00:00 SELL $142.94 2 $254,870.77 $0.29 2 $244,870.77 $-713,956.85
2022-01-22 00:00:00 SELL $436.03 2,373 $2,392,945.25 $1034.71 1,637 $2,382,945.25 $-4,849,524.93
2022-05-11 00:00:00 BUY $305.13 91 $460,785.58 $27.77 728 $450,785.58 $-645,636.23
2022-08-28 00:00:00 SELL $340.90 6 $1,626,933.62 $2.05 0 $1,616,933.62 $0.00
2022-11-06 00:00:00 BUY $170.87 51 $127,965.12 $8.71 59 $117,965.12 $-94,188.91
2022-11-16 00:00:00 SELL $376.77 71 $195,707.79 $26.75 45 $185,707.79 $-496,783.74
2023-03-07 00:00:00 SELL $320.36 1 $10,688.98 $0.32 0 $688.98 $0.00
2023-06-17 00:00:00 BUY $139.56 133 $83,526.87 $18.56 137 $73,526.87 $-314,409.02
2023-07-17 00:00:00 SELL $228.97 250 $247,095.89 $57.24 53 $237,095.89 $-702,107.48
2023-08-03 00:00:00 BUY $496.11 5 $146,566.65 $2.48 35 $136,566.65 $-387,310.02
2023-08-20 00:00:00 BUY $73.43 30 $8,483.86 $2.20 30 $-1,516.14 $-6,331.00
2023-08-27 00:00:00 SELL $392.34 7 $110,613.57 $2.75 2 $100,613.57 $-256,885.95
2023-09-13 00:00:00 BUY $191.89 77 $168,983.90 $14.78 116 $158,983.90 $-476,703.69
2023-09-20 00:00:00 SELL $99.78 239 $162,586.54 $23.85 466 $152,586.54 $-567,098.92
2023-12-10 00:00:00 SELL $63.83 1 $205,005.91 $0.06 0 $195,005.91 $0.00
2024-01-22 00:00:00 BUY $236.82 611 $487,003.02 $144.70 2,909 $477,003.02 $-814,090.27
2024-04-01 00:00:00 SELL $173.85 149 $519,816.18 $25.90 34 $509,816.18 $-776,313.66
2024-04-16 00:00:00 SELL $189.98 803 $2,468,045.95 $152.55 142 $2,458,045.95 $-4,234,451.24
2024-05-05 00:00:00 SELL $433.66 44 $1,587,537.84 $19.08 187 $1,577,537.84 $-2,059,822.31
2024-05-31 00:00:00 SELL $422.81 592 $811,921.10 $250.30 2,329 $801,921.10 $-243,385.53
2024-06-15 00:00:00 BUY $447.98 1,008 $1,472,116.68 $451.56 6,764 $1,462,116.68 $-3,315,138.93
2024-08-01 00:00:00 SELL $141.25 49 $2,655,832.95 $6.92 27 $2,645,832.95 $-3,913,743.88
2024-10-26 00:00:00 SELL $83.36 953 $616,111.25 $79.44 2,432 $606,111.25 $-1,300,287.54
2025-02-18 00:00:00 BUY $186.10 116 $100,030.10 $21.59 116 $90,030.10 $-179,014.67
2025-02-20 00:00:00 SELL $330.86 361 $281,905.77 $119.44 105 $271,905.77 $-578,857.36
SUMMARY (227 total orders) $281,905.77 $16161.65 - $28.76% -

USDCHF=X

Best: Wheel Strategy ⏰ 1d
PSR
0.422
Sharpe Ratio
1.707
Total Orders
300
Net Profit
49.92%
Average Win
16.55%
Average Loss
-6.27%
Annual Return
49.92%
Max Drawdown
-22.10%
Win Rate
0.6%
Profit/Loss Ratio
2.17
Alpha
-0.016
Beta
1.370
Sortino Ratio
0.813
Total Fees
$3,597.02
Strategy Capacity
$3,655,545
Portfolio Turnover
2.35%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Wheel Strategy 1d 2.467 45.8% -20.2% 0.4% 🏆 BEST
2 Support Vector Machines 1d 2.419 70.4% -12.0% 0.6%
3 Rnn Linear Regression 1d 2.275 -10.5% -26.5% 0.3%
4 Larry Williams 1d 2.194 68.8% -26.7% 0.3%
5 Russell Rebalancing Strategy 1d 2.165 12.5% -11.9% 0.7%
6 Svm Rnn 1d 2.101 24.6% -18.5% 0.3%
7 Lazy Trend Follower 1d 2.034 17.3% -12.5% 0.5%
8 Bollinger Bands 1d 2.027 61.5% -13.6% 0.6%
9 Turtle Trading 1d 1.983 25.6% -5.2% 0.6%
10 Macd 1d 1.976 74.6% -18.7% 0.3%
11 Markov 1d 1.925 -14.6% -26.3% 0.5%
12 Donchian Boyt 1d 1.854 16.3% -14.4% 0.4%
13 Pullback 1d 1.832 9.4% -20.1% 0.6%
14 Bitcoin 1d 1.787 70.9% -25.5% 0.4%
15 Buyandhold 1d 1.757 49.6% -12.0% 0.7%
16 Neural Networks Recurrent Neural 1d 1.557 37.8% -21.7% 0.6%
17 Weekly Breakout 1d 1.518 61.6% -9.6% 0.7%
18 Confident Trend 1d 1.482 39.6% -8.4% 0.7%
19 Decision Tree 1d 1.445 51.4% -8.7% 0.3%
20 Stan Weinstein 1d 1.434 79.1% -23.2% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-07-02 00:00:00 BUY $309.15 5 $3,693.62 $1.55 5 $-6,306.38 $-50,318.79
2020-08-13 00:00:00 SELL $263.52 5 $14,045.64 $1.32 32 $4,045.64 $-109,138.40
2020-08-26 00:00:00 BUY $433.46 3 $5,777.85 $1.30 9 $-4,222.15 $-31,128.40
2020-12-18 00:00:00 BUY $462.74 1 $3,884.38 $0.46 9 $-6,115.62 $-54,586.38
2021-01-21 00:00:00 SELL $473.75 6 $10,922.34 $2.84 4 $922.34 $-92,666.45
2021-04-15 00:00:00 SELL $80.45 3 $7,476.05 $0.24 9 $-2,523.95 $-6,024.61
2021-05-13 00:00:00 SELL $96.66 1 $10,508.47 $0.10 2 $508.47 $-1,013.64
2021-11-04 00:00:00 SELL $267.22 6 $7,342.30 $1.60 2 $-2,657.70 $-16,353.81
2021-11-18 00:00:00 SELL $243.67 20 $20,055.36 $4.87 0 $10,055.36 $0.00
2021-11-29 00:00:00 BUY $332.41 2 $4,377.27 $0.66 2 $-5,622.73 $-49,682.13
2021-12-25 00:00:00 BUY $165.45 19 $7,766.55 $3.14 23 $-2,233.45 $-152,291.99
2022-02-05 00:00:00 SELL $455.42 1 $6,691.67 $0.46 0 $-3,308.33 $0.00
2022-02-21 00:00:00 SELL $129.07 5 $10,792.25 $0.65 28 $792.25 $-129,654.99
2022-02-27 00:00:00 BUY $313.24 7 $11,552.23 $2.19 7 $1,552.23 $-83,759.38
2022-04-22 00:00:00 BUY $191.46 13 $6,346.57 $2.49 26 $-3,653.43 $-97,217.32
2022-05-21 00:00:00 SELL $390.02 7 $6,773.68 $2.73 0 $-3,226.32 $0.00
2022-08-01 00:00:00 SELL $344.42 8 $10,519.12 $2.76 15 $519.12 $-154,074.66
2022-09-21 00:00:00 BUY $422.93 1 $4,792.88 $0.42 1 $-5,207.12 $-48,529.94
2022-09-29 00:00:00 BUY $68.94 2 $3,555.59 $0.14 7 $-6,444.41 $-52,927.70
2022-10-15 00:00:00 BUY $176.27 9 $11,098.50 $1.59 9 $1,098.50 $-105,295.78
2022-11-28 00:00:00 SELL $379.84 2 $8,821.68 $0.76 3 $-1,178.32 $-25,641.45
2022-12-07 00:00:00 SELL $141.98 7 $7,242.79 $0.99 5 $-2,757.21 $-19,074.51
2022-12-13 00:00:00 SELL $281.32 3 $8,653.58 $0.84 10 $-1,346.42 $-82,312.88
2022-12-30 00:00:00 BUY $248.63 6 $6,761.19 $1.49 7 $-3,238.81 $-8,868.67
2023-02-07 00:00:00 SELL $376.72 1 $11,211.10 $0.38 5 $1,211.10 $-88,225.02
2023-04-11 00:00:00 BUY $305.93 8 $6,453.11 $2.45 8 $-3,546.89 $-174,389.44
2023-05-05 00:00:00 SELL $167.71 3 $7,449.28 $0.50 2 $-2,550.72 $-17,780.61
2023-06-02 00:00:00 SELL $176.97 2 $3,978.07 $0.35 8 $-6,021.93 $-43,609.12
2023-06-21 00:00:00 SELL $165.47 1 $16,575.88 $0.17 0 $6,575.88 $0.00
2023-07-25 00:00:00 SELL $87.46 1 $7,330.16 $0.09 4 $-2,669.84 $-19,434.57
2023-07-25 00:00:00 SELL $370.92 3 $3,583.20 $1.11 9 $-6,416.80 $-51,292.87
2023-09-01 00:00:00 BUY $324.02 5 $10,636.59 $1.62 5 $636.59 $-169,779.37
2023-09-14 00:00:00 SELL $272.78 6 $5,613.13 $1.64 2 $-4,386.87 $-44,479.33
2023-09-24 00:00:00 BUY $241.24 8 $7,789.46 $1.93 12 $-2,210.54 $-172,012.14
2023-11-09 00:00:00 BUY $356.09 11 $9,384.74 $3.92 13 $-615.26 $-92,061.15
2023-12-02 00:00:00 SELL $224.87 1 $5,537.46 $0.22 2 $-4,462.54 $-37,183.89
2024-03-24 00:00:00 SELL $245.31 5 $16,514.41 $1.23 20 $6,514.41 $-112,921.63
2024-04-25 00:00:00 BUY $298.48 3 $8,600.86 $0.90 7 $-1,399.14 $-4,659.30
2024-07-08 00:00:00 SELL $185.17 3 $4,046.26 $0.56 7 $-5,953.74 $-58,310.26
2024-08-09 00:00:00 SELL $374.99 1 $7,079.53 $0.37 6 $-2,920.47 $-32,779.60
2024-08-26 00:00:00 BUY $203.28 1 $2,812.10 $0.20 12 $-7,187.90 $-40,370.67
2024-11-16 00:00:00 BUY $258.48 5 $4,344.40 $1.29 8 $-5,655.60 $-40,945.42
2024-12-28 00:00:00 BUY $409.11 6 $6,445.69 $2.45 6 $-3,554.31 $-71,056.78
2025-01-27 00:00:00 SELL $275.16 9 $8,820.55 $2.48 17 $-1,179.45 $-100,006.56
2025-02-08 00:00:00 BUY $438.40 11 $17,143.23 $4.82 15 $7,143.23 $-126,693.07
2025-03-07 00:00:00 SELL $262.75 1 $5,042.76 $0.26 0 $-4,957.24 $0.00
2025-03-10 00:00:00 SELL $442.91 1 $12,185.76 $0.44 1 $2,185.76 $-170,956.57
2025-04-19 00:00:00 SELL $120.90 5 $8,062.75 $0.60 5 $-1,937.25 $-26,176.49
2025-06-17 00:00:00 BUY $149.95 14 $6,455.13 $2.10 14 $-3,544.87 $-17,685.05
2025-06-19 00:00:00 SELL $432.24 2 $6,401.08 $0.86 0 $-3,598.92 $0.00
SUMMARY (260 total orders) $6,401.08 $355.33 - $49.92% -

AUDUSD=X

Best: Support Vector Machines ⏰ 1d
PSR
0.803
Sharpe Ratio
0.619
Total Orders
290
Net Profit
27.15%
Average Win
33.68%
Average Loss
-5.23%
Annual Return
27.15%
Max Drawdown
-12.53%
Win Rate
0.2%
Profit/Loss Ratio
2.64
Alpha
0.092
Beta
1.366
Sortino Ratio
0.977
Total Fees
$3,820.74
Strategy Capacity
$1,297,086
Portfolio Turnover
1.02%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Support Vector Machines 1d 2.403 69.2% -5.5% 0.5% 🏆 BEST
2 Confident Trend 1d 2.378 -18.2% -10.7% 0.6%
3 Decision Tree 1d 2.247 16.1% -9.0% 0.7%
4 Linear Regression Pca 1d 2.120 43.4% -13.1% 0.6%
5 Pullback 1d 2.024 65.3% -28.7% 0.6%
6 Linear Regression 1d 2.002 -9.6% -6.3% 0.5%
7 Adx 1d 1.954 4.1% -23.5% 0.3%
8 Weekly Breakout 1d 1.949 40.7% -24.1% 0.6%
9 Crude Oil 1d 1.947 31.6% -25.8% 0.6%
10 Face The Train 1d 1.927 57.4% -8.3% 0.7%
11 Trend Risk Protection 1d 1.924 -5.6% -9.7% 0.3%
12 Multi Layer Ema 1d 1.892 7.1% -17.3% 0.5%
13 Stable Mean Revert 1d 1.856 42.2% -22.5% 0.4%
14 Long Short Term Memory Neural Network 1d 1.820 76.1% -21.5% 0.6%
15 Stan Weinstein 1d 1.748 60.6% -9.5% 0.4%
16 Mfi 1d 1.552 29.8% -5.2% 0.7%
17 Rsi 1d 1.519 9.0% -15.7% 0.3%
18 Machine Learning Rsi 1d 1.499 11.6% -24.0% 0.5%
19 Bullish Engulfing 1d 1.431 -12.0% -20.8% 0.6%
20 Russell Rebalancing Strategy 1d 1.389 29.4% -20.8% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-01-24 00:00:00 BUY $434.03 33 $113,553.63 $14.32 33 $103,553.63 $-531,302.96
2020-02-13 00:00:00 SELL $274.31 3 $20,598.86 $0.82 1 $10,598.86 $-42,732.11
2020-03-20 00:00:00 SELL $152.73 7 $145,150.60 $1.07 0 $135,150.60 $0.00
2020-03-29 00:00:00 SELL $306.60 13 $153,007.65 $3.99 549 $143,007.65 $-478,981.58
2020-05-09 00:00:00 BUY $145.59 11 $11,759.30 $1.60 12 $1,759.30 $-57,744.19
2020-05-25 00:00:00 SELL $493.73 1 $12,741.22 $0.49 4 $2,741.22 $-78,877.35
2020-05-27 00:00:00 BUY $165.68 1 $70,919.72 $0.17 39 $60,919.72 $-175,766.67
2020-07-26 00:00:00 BUY $116.04 23 $16,701.39 $2.67 23 $6,701.39 $-13,723.24
2020-08-14 00:00:00 SELL $298.41 7 $10,269.98 $2.09 8 $269.98 $-1,385.69
2020-09-06 00:00:00 SELL $282.34 3 $14,131.43 $0.85 4 $4,131.43 $-52,975.07
2020-09-19 00:00:00 SELL $129.94 95 $144,082.55 $12.34 7 $134,082.55 $-514,644.12
2020-10-11 00:00:00 SELL $184.62 19 $17,584.76 $3.51 2 $7,584.76 $-25,716.98
2020-10-14 00:00:00 BUY $255.46 9 $14,522.62 $2.30 9 $4,522.62 $-46,862.62
2020-12-20 00:00:00 SELL $290.48 79 $131,750.35 $22.95 102 $121,750.35 $-485,924.69
2021-01-26 00:00:00 BUY $433.04 98 $104,447.85 $42.44 198 $94,447.85 $-387,373.47
2021-07-27 00:00:00 BUY $58.28 137 $62,927.71 $7.98 176 $52,927.71 $-172,137.09
2021-09-19 00:00:00 BUY $136.46 23 $9,683.69 $3.14 23 $-316.31 $-82,565.97
2021-09-21 00:00:00 SELL $391.48 2 $13,285.27 $0.78 7 $3,285.27 $-51,364.07
2021-10-18 00:00:00 BUY $160.16 15 $8,183.17 $2.40 15 $-1,816.83 $1,031.84
2022-03-12 00:00:00 SELL $252.54 7 $11,449.72 $1.77 16 $1,449.72 $-84,802.33
2022-03-22 00:00:00 BUY $190.09 43 $60,110.07 $8.17 150 $50,110.07 $-181,245.09
2022-03-24 00:00:00 SELL $355.54 11 $7,088.14 $3.91 26 $-2,911.86 $-60,980.38
2022-06-25 00:00:00 BUY $440.59 6 $12,503.10 $2.64 9 $2,503.10 $-47,495.56
2022-08-18 00:00:00 BUY $331.50 2 $10,891.66 $0.66 14 $891.66 $-94,956.66
2022-09-14 00:00:00 BUY $329.68 8 $10,315.21 $2.64 11 $315.21 $-77,225.75
2023-01-18 00:00:00 SELL $91.80 12 $10,915.41 $1.10 5 $915.41 $-122,070.32
2023-02-23 00:00:00 SELL $65.08 43 $176,672.44 $2.80 19 $166,672.44 $-617,137.51
2023-03-30 00:00:00 SELL $348.71 6 $11,715.20 $2.09 1 $1,715.20 $-79,505.53
2023-04-30 00:00:00 SELL $56.64 129 $68,292.01 $7.31 107 $58,292.01 $-203,698.01
2023-05-14 00:00:00 SELL $247.99 5 $10,965.31 $1.24 7 $965.31 $-112,192.30
2023-08-20 00:00:00 SELL $413.61 15 $16,246.71 $6.20 0 $6,246.71 $0.00
2023-10-12 00:00:00 SELL $138.08 1 $11,108.84 $0.14 0 $1,108.84 $0.00
2023-12-26 00:00:00 BUY $399.89 4 $19,776.75 $1.60 4 $9,776.75 $-39,807.32
2024-01-30 00:00:00 SELL $209.02 12 $14,610.17 $2.51 6 $4,610.17 $-34,829.27
2024-04-30 00:00:00 BUY $448.34 9 $19,261.87 $4.04 15 $9,261.87 $-125,880.45
2024-05-05 00:00:00 SELL $209.74 1 $20,791.83 $0.21 3 $10,791.83 $-40,777.64
2024-05-17 00:00:00 BUY $411.56 5 $14,954.39 $2.06 6 $4,954.39 $-27,926.35
2024-08-14 00:00:00 SELL $495.77 102 $60,385.26 $50.57 8 $50,385.26 $-158,136.79
2024-10-23 00:00:00 BUY $475.49 6 $12,104.45 $2.85 18 $2,104.45 $-24,671.55
2024-10-23 00:00:00 BUY $103.61 251 $93,752.30 $26.01 251 $83,752.30 $-369,179.88
2024-12-17 00:00:00 SELL $144.32 63 $50,254.50 $9.09 157 $40,254.50 $-159,570.47
2025-01-31 00:00:00 SELL $360.94 1 $14,492.01 $0.36 3 $4,492.01 $-53,021.58
2025-02-06 00:00:00 BUY $207.48 94 $54,988.55 $19.50 151 $44,988.55 $-274,428.41
2025-03-09 00:00:00 BUY $288.48 100 $70,574.45 $28.85 104 $60,574.45 $-336,335.01
2025-03-21 00:00:00 BUY $168.01 170 $117,592.16 $28.56 747 $107,592.16 $-528,617.96
2025-03-26 00:00:00 SELL $64.98 70 $56,696.81 $4.55 68 $46,696.81 $-177,809.60
2025-04-13 00:00:00 BUY $88.80 144 $38,393.94 $12.79 161 $28,393.94 $-241,203.36
2025-04-25 00:00:00 BUY $130.37 21 $17,171.71 $2.74 34 $7,171.71 $-136,064.70
2025-05-11 00:00:00 BUY $356.66 7 $7,698.46 $2.50 17 $-2,301.54 $-110,647.00
2025-05-27 00:00:00 SELL $211.27 6 $12,247.99 $1.27 5 $2,247.99 $-79,795.90
SUMMARY (253 total orders) $12,247.99 $1474.50 - $27.15% -

USDCAD=X

Best: Ais Micro Test Diversity Gap ⏰ 1d
PSR
0.521
Sharpe Ratio
1.260
Total Orders
376
Net Profit
26.99%
Average Win
20.95%
Average Loss
-7.53%
Annual Return
26.99%
Max Drawdown
-10.34%
Win Rate
0.4%
Profit/Loss Ratio
6.39
Alpha
-0.074
Beta
1.196
Sortino Ratio
1.329
Total Fees
$4,112.96
Strategy Capacity
$531,795
Portfolio Turnover
1.22%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Ais Micro Test Diversity Gap 1d 2.456 -2.6% -22.1% 0.3% 🏆 BEST
2 Stable Mean Revert 1d 2.408 46.6% -10.4% 0.5%
3 Turtle Trading 1d 2.389 58.7% -19.7% 0.3%
4 Multi Layer Ema 1d 2.384 13.9% -6.3% 0.5%
5 Confident Trend 1d 2.368 6.2% -29.4% 0.3%
6 Stan Weinstein 1d 2.335 32.6% -13.4% 0.3%
7 Linear Regression 1d 2.300 24.9% -23.4% 0.4%
8 Lazy Trend Follower 1d 2.208 31.7% -10.2% 0.3%
9 Bitcoin 1d 2.120 -15.1% -5.3% 0.6%
10 Decision Tree 3 1d 2.080 37.9% -25.1% 0.7%
11 Improved Index Trend 1d 2.032 -9.9% -28.6% 0.6%
12 Trend Risk Protection 1d 1.985 17.9% -13.6% 0.5%
13 Machine Learning Rsi 1d 1.960 22.1% -5.7% 0.4%
14 Rnn Linear Regression 1d 1.938 43.8% -28.3% 0.4%
15 Adx 1d 1.918 9.0% -16.6% 0.4%
16 Inside Day 1d 1.850 37.6% -14.9% 0.5%
17 Wheel Strategy 1d 1.810 32.3% -15.1% 0.4%
18 Support Vector Machines 1d 1.731 78.0% -10.3% 0.3%
19 Decision Tree 1d 1.629 29.9% -9.0% 0.7%
20 Face The Train 1d 1.443 64.2% -26.7% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-05-09 00:00:00 SELL $385.13 1 $6,643.53 $0.39 0 $-3,356.47 $0.00
2021-06-02 00:00:00 SELL $280.29 8 $33,424.23 $2.24 0 $23,424.23 $0.00
2021-08-15 00:00:00 BUY $159.79 8 $13,229.99 $1.28 16 $3,229.99 $-103,252.88
2021-09-02 00:00:00 BUY $328.43 5 $4,518.63 $1.64 17 $-5,481.37 $-4,949.04
2021-10-11 00:00:00 SELL $360.32 2 $12,440.24 $0.72 0 $2,440.24 $0.00
2021-10-16 00:00:00 SELL $144.53 2 $3,581.94 $0.29 6 $-6,418.06 $-29,994.13
2021-11-20 00:00:00 SELL $335.13 1 $9,116.14 $0.34 0 $-883.86 $0.00
2021-12-29 00:00:00 SELL $222.10 7 $10,076.36 $1.55 0 $76.36 $0.00
2022-01-16 00:00:00 SELL $160.50 1 $9,885.89 $0.16 0 $-114.11 $0.00
2022-01-29 00:00:00 SELL $431.80 5 $35,931.00 $2.16 15 $25,931.00 $-183,691.61
2022-03-25 00:00:00 SELL $187.19 1 $6,302.27 $0.19 1 $-3,697.73 $-55,776.87
2022-05-24 00:00:00 BUY $299.00 17 $22,128.10 $5.08 17 $12,128.10 $-165,759.65
2022-06-06 00:00:00 SELL $175.56 17 $33,774.14 $2.98 20 $23,774.14 $-186,657.53
2022-07-29 00:00:00 SELL $229.85 12 $6,941.85 $2.76 0 $-3,058.15 $0.00
2022-08-25 00:00:00 SELL $263.43 1 $12,260.61 $0.26 3 $2,260.61 $-123,316.16
2022-09-14 00:00:00 SELL $243.90 6 $4,641.52 $1.46 0 $-5,358.48 $0.00
2022-10-03 00:00:00 SELL $484.56 4 $5,421.39 $1.94 3 $-4,578.61 $-34,336.74
2022-10-05 00:00:00 SELL $148.74 1 $10,029.67 $0.15 0 $29.67 $0.00
2022-12-02 00:00:00 BUY $354.81 2 $4,852.32 $0.71 4 $-5,147.68 $-10,755.32
2022-12-03 00:00:00 BUY $476.82 2 $9,655.96 $0.95 2 $-344.04 $-65,969.16
2023-01-07 00:00:00 BUY $94.41 10 $3,696.51 $0.94 10 $-6,303.49 $-23,079.51
2023-01-09 00:00:00 SELL $410.80 3 $8,515.88 $1.23 2 $-1,484.12 $-77,660.52
2023-04-26 00:00:00 SELL $304.84 12 $27,313.98 $3.66 16 $17,313.98 $-140,677.08
2023-05-01 00:00:00 BUY $162.58 20 $9,427.31 $3.25 20 $-572.69 $-93,660.17
2023-05-05 00:00:00 SELL $219.77 2 $32,472.87 $0.44 1 $22,472.87 $-148,536.76
2023-05-27 00:00:00 SELL $57.17 4 $3,850.54 $0.23 5 $-6,149.46 $-22,414.74
2023-07-18 00:00:00 SELL $398.62 17 $30,792.65 $6.78 37 $20,792.65 $-175,419.62
2023-07-22 00:00:00 SELL $67.95 5 $13,278.89 $0.34 12 $3,278.89 $-107,049.36
2023-07-31 00:00:00 BUY $471.48 2 $2,764.90 $0.94 3 $-7,235.10 $-31,043.35
2023-08-05 00:00:00 SELL $426.71 1 $8,268.67 $0.43 0 $-1,731.33 $0.00
2023-08-14 00:00:00 SELL $439.59 1 $7,215.81 $0.44 4 $-2,784.19 $-16,300.37
2023-08-18 00:00:00 SELL $104.28 3 $6,198.52 $0.31 1 $-3,801.48 $-60,467.75
2023-09-03 00:00:00 SELL $366.17 1 $6,976.81 $0.37 0 $-3,023.19 $0.00
2023-10-09 00:00:00 SELL $169.47 3 $6,877.07 $0.51 0 $-3,122.93 $0.00
2023-10-19 00:00:00 SELL $460.70 3 $6,703.21 $1.38 1 $-3,296.79 $-62,182.57
2023-11-07 00:00:00 SELL $488.22 1 $7,190.94 $0.49 0 $-2,809.06 $0.00
2023-11-24 00:00:00 BUY $269.61 2 $3,268.80 $0.54 10 $-6,731.20 $-26,635.47
2024-02-03 00:00:00 BUY $348.10 4 $5,148.87 $1.39 4 $-4,851.13 $-54,571.64
2024-02-20 00:00:00 BUY $207.37 1 $8,897.46 $0.21 18 $-1,102.54 $-125,043.96
2024-04-22 00:00:00 BUY $367.58 1 $3,293.16 $0.37 8 $-6,706.84 $-27,553.08
2024-09-01 00:00:00 SELL $243.55 4 $12,324.75 $0.97 9 $2,324.75 $-89,526.81
2024-09-10 00:00:00 BUY $211.04 3 $5,818.02 $0.63 3 $-4,181.98 $-59,938.92
2024-09-27 00:00:00 SELL $270.85 17 $35,348.78 $4.60 12 $25,348.78 $-194,481.99
2024-10-22 00:00:00 BUY $379.02 2 $5,500.93 $0.76 2 $-4,499.07 $-58,594.67
2024-10-25 00:00:00 BUY $319.30 7 $7,107.91 $2.24 7 $-2,892.09 $-3,702.55
2024-11-05 00:00:00 BUY $360.04 1 $6,616.41 $0.36 1 $-3,383.59 $-45,915.92
2024-11-08 00:00:00 SELL $71.69 2 $9,799.19 $0.14 0 $-200.81 $0.00
2025-03-07 00:00:00 BUY $151.61 18 $9,708.53 $2.73 18 $-291.47 $-126,254.94
2025-03-12 00:00:00 SELL $80.40 10 $12,300.12 $0.80 7 $2,300.12 $-114,969.51
2025-03-20 00:00:00 SELL $137.26 3 $9,012.30 $0.41 0 $-987.70 $0.00
SUMMARY (317 total orders) $9,012.30 $421.31 - $26.99% -

NZDUSD=X

Best: Rsi ⏰ 1d
PSR
0.652
Sharpe Ratio
0.362
Total Orders
317
Net Profit
47.44%
Average Win
29.71%
Average Loss
-3.32%
Annual Return
47.44%
Max Drawdown
-8.52%
Win Rate
0.2%
Profit/Loss Ratio
6.33
Alpha
0.017
Beta
0.796
Sortino Ratio
0.682
Total Fees
$2,377.79
Strategy Capacity
$1,509,520
Portfolio Turnover
1.28%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rsi 1d 2.417 75.2% -29.1% 0.5% 🏆 BEST
2 Crude Oil 1d 2.225 48.9% -20.2% 0.4%
3 Ais Micro Test Diversity Gap 1d 2.223 25.2% -5.2% 0.7%
4 Improved Index Trend 1d 2.208 -7.9% -10.5% 0.3%
5 Long Short Term Memory Neural Network 1d 2.194 44.4% -15.8% 0.4%
6 Bullish Engulfing 1d 2.112 14.6% -21.6% 0.7%
7 Bitcoin 1d 2.079 55.7% -21.6% 0.5%
8 Stan Weinstein 1d 2.017 33.3% -28.2% 0.4%
9 Decision Tree 3 1d 1.984 -3.0% -18.0% 0.5%
10 Markov 1d 1.943 1.7% -28.4% 0.4%
11 Russell Rebalancing Strategy 1d 1.909 45.5% -5.1% 0.4%
12 Rnn Linear Regression 1d 1.869 56.2% -15.1% 0.6%
13 Mfi 1d 1.868 10.4% -12.8% 0.7%
14 Confident Trend 1d 1.864 48.7% -21.0% 0.4%
15 Stable Mean Revert 1d 1.843 10.8% -10.8% 0.6%
16 Donchian Channels Breakout 1d 1.827 -2.4% -10.7% 0.6%
17 Macd 1d 1.796 -5.5% -22.2% 0.3%
18 Turtle Trading 1d 1.751 16.3% -13.8% 0.3%
19 Machine Learning Rsi 1d 1.726 17.3% -29.9% 0.5%
20 Lazy Trend Follower 1d 1.666 36.4% -8.1% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-12-10 00:00:00 BUY $464.05 9 $15,280.46 $4.18 30 $5,280.46 $-23,302.69
2021-02-25 00:00:00 SELL $374.68 49 $132,783.67 $18.36 206 $122,783.67 $-360,505.18
2021-08-20 00:00:00 SELL $389.47 140 $173,842.47 $54.53 110 $163,842.47 $-544,250.09
2021-09-17 00:00:00 SELL $364.15 13 $24,834.37 $4.73 1 $14,834.37 $-43,031.65
2021-09-30 00:00:00 BUY $346.13 128 $291,550.58 $44.30 128 $281,550.58 $-1,764,918.48
2021-10-08 00:00:00 SELL $232.10 314 $234,509.22 $72.88 373 $224,509.22 $-1,220,730.17
2021-10-24 00:00:00 SELL $214.65 253 $221,590.36 $54.31 35 $211,590.36 $-966,260.28
2021-12-04 00:00:00 SELL $209.94 4 $19,512.77 $0.84 1 $9,512.77 $-26,717.37
2021-12-11 00:00:00 SELL $121.10 170 $258,069.29 $20.59 174 $248,069.29 $-1,788,151.38
2021-12-18 00:00:00 SELL $350.10 4 $87,992.07 $1.40 0 $77,992.07 $0.00
2022-01-17 00:00:00 SELL $261.69 7 $17,348.06 $1.83 3 $7,348.06 $-65,054.83
2022-07-30 00:00:00 SELL $161.42 43 $151,408.05 $6.94 252 $141,408.05 $-1,039,018.44
2022-08-19 00:00:00 BUY $280.36 57 $46,115.70 $15.98 57 $36,115.70 $-163,673.70
2022-09-11 00:00:00 SELL $372.91 1 $205,094.24 $0.37 15 $195,094.24 $-624,099.64
2022-09-22 00:00:00 BUY $117.75 12 $9,923.00 $1.41 12 $-77.00 $254.58
2022-09-25 00:00:00 BUY $94.05 207 $202,815.11 $19.47 217 $192,815.11 $-802,194.63
2022-09-26 00:00:00 SELL $487.09 7 $52,737.79 $3.41 15 $42,737.79 $-191,149.62
2022-10-14 00:00:00 SELL $169.90 5 $27,362.98 $0.85 0 $17,362.98 $0.00
2022-10-15 00:00:00 SELL $403.68 28 $236,325.17 $11.30 37 $226,325.17 $-1,109,885.52
2022-11-15 00:00:00 BUY $150.79 11 $10,034.46 $1.66 38 $34.46 $-52,369.83
2022-11-26 00:00:00 SELL $87.03 47 $23,511.14 $4.09 8 $13,511.14 $-109,090.93
2022-12-13 00:00:00 SELL $291.82 111 $167,501.29 $32.39 63 $157,501.29 $-520,625.37
2022-12-17 00:00:00 BUY $158.49 400 $228,758.26 $63.40 403 $218,758.26 $-1,681,955.23
2023-01-17 00:00:00 BUY $302.95 19 $19,461.10 $5.76 21 $9,461.10 $-25,106.28
2023-01-26 00:00:00 BUY $325.36 22 $19,154.92 $7.16 53 $9,154.92 $-64,539.92
2023-03-21 00:00:00 BUY $62.33 86 $12,707.71 $5.36 86 $2,707.71 $-60,479.47
2023-04-15 00:00:00 SELL $323.86 15 $48,165.87 $4.86 16 $38,165.87 $-203,996.92
2023-05-21 00:00:00 SELL $236.13 22 $315,049.77 $5.19 4 $305,049.77 $-1,329,005.85
2023-08-21 00:00:00 SELL $204.26 37 $163,562.90 $7.56 12 $153,562.90 $-503,263.27
2023-09-30 00:00:00 BUY $220.29 8 $8,787.06 $1.76 21 $-1,212.94 $-4,616.96
2023-10-24 00:00:00 SELL $282.66 10 $16,798.49 $2.83 4 $6,798.49 $-16,985.51
2023-12-05 00:00:00 SELL $320.32 1 $9,436.52 $0.32 6 $-563.48 $763.42
2023-12-16 00:00:00 BUY $291.44 11 $32,220.30 $3.21 11 $22,220.30 $-148,518.82
2024-02-05 00:00:00 BUY $112.82 91 $213,024.95 $10.27 118 $203,024.95 $-960,460.01
2024-03-07 00:00:00 BUY $156.73 18 $47,085.13 $2.82 27 $37,085.13 $-191,403.11
2024-04-12 00:00:00 SELL $274.40 1 $39,004.12 $0.27 0 $29,004.12 $0.00
2024-06-30 00:00:00 SELL $174.22 43 $214,425.88 $7.49 156 $204,425.88 $-712,917.59
2024-07-19 00:00:00 SELL $332.46 185 $200,903.57 $61.51 27 $190,903.57 $-620,716.83
2024-07-24 00:00:00 SELL $315.28 5 $235,039.64 $1.58 14 $225,039.64 $-790,322.47
2024-08-17 00:00:00 SELL $55.31 9 $31,507.74 $0.50 5 $21,507.74 $-73,102.42
2024-08-29 00:00:00 BUY $53.91 119 $46,955.86 $6.42 119 $36,955.86 $-239,366.33
2024-09-16 00:00:00 SELL $152.28 68 $180,610.31 $10.35 201 $170,610.31 $-753,603.87
2024-11-03 00:00:00 SELL $174.71 32 $22,019.24 $5.59 25 $12,019.24 $-113,946.69
2024-11-07 00:00:00 SELL $325.18 21 $20,105.20 $6.83 14 $10,105.20 $-38,843.35
2024-11-28 00:00:00 SELL $478.74 10 $228,932.03 $4.79 2 $218,932.03 $-1,238,774.22
2025-02-16 00:00:00 SELL $264.99 32 $35,170.27 $8.48 1 $25,170.27 $-151,459.68
2025-03-04 00:00:00 SELL $200.28 14 $29,774.74 $2.80 86 $19,774.74 $-153,367.77
2025-05-01 00:00:00 SELL $403.91 28 $330,944.68 $11.31 21 $320,944.68 $-1,800,740.96
2025-05-21 00:00:00 BUY $122.46 23 $13,614.77 $2.82 24 $3,614.77 $-21,171.68
2025-07-24 00:00:00 SELL $140.70 1 $15,341.27 $0.14 4 $5,341.27 $-23,547.93
SUMMARY (306 total orders) $15,341.27 $4133.09 - $47.44% -

EURJPY=X

Best: Turtle Trading ⏰ 1d
PSR
0.803
Sharpe Ratio
1.823
Total Orders
363
Net Profit
28.49%
Average Win
31.20%
Average Loss
-2.06%
Annual Return
28.49%
Max Drawdown
-15.47%
Win Rate
0.5%
Profit/Loss Ratio
4.62
Alpha
0.139
Beta
0.730
Sortino Ratio
1.028
Total Fees
$3,941.05
Strategy Capacity
$2,301,632
Portfolio Turnover
1.31%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Turtle Trading 1d 2.485 41.3% -15.8% 0.3% 🏆 BEST
2 Bullish Engulfing 1d 2.448 70.6% -10.7% 0.6%
3 Rsi 1d 2.373 45.3% -6.9% 0.4%
4 Bollinger Bands 1d 2.165 10.4% -6.6% 0.7%
5 Stable Mean Revert 1d 2.154 36.9% -25.6% 0.6%
6 Bitcoin 1d 2.121 76.2% -10.3% 0.6%
7 Rnn Linear Regression 1d 2.097 31.0% -26.8% 0.5%
8 Wheel Strategy 1d 2.020 39.0% -5.8% 0.3%
9 Adx 1d 2.009 62.6% -7.6% 0.3%
10 Face The Train 1d 1.939 72.6% -27.7% 0.3%
11 Long Short Term Memory Neural Network 1d 1.933 5.6% -15.7% 0.6%
12 Inside Day 1d 1.917 79.7% -11.6% 0.3%
13 Improved Index Trend 1d 1.882 72.4% -14.0% 0.6%
14 Donchian Channels Breakout 1d 1.841 44.7% -15.3% 0.6%
15 Decision Tree 3 1d 1.694 13.5% -6.3% 0.7%
16 Ride The Aggression 1d 1.642 62.0% -9.6% 0.5%
17 Decision Tree 1d 1.633 7.8% -28.5% 0.4%
18 Multi Layer Ema 1d 1.593 31.2% -7.7% 0.3%
19 Markov 1d 1.590 28.5% -5.2% 0.6%
20 Russell Rebalancing Strategy 1d 1.587 -2.6% -12.7% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-12-05 00:00:00 SELL $139.25 12 $89,074.57 $1.67 3 $79,074.57 $-824,581.79
2022-01-01 00:00:00 SELL $195.09 57 $182,270.97 $11.12 273 $172,270.97 $-1,614,785.64
2022-01-17 00:00:00 BUY $274.41 919 $620,516.34 $252.19 922 $610,516.34 $-2,475,949.76
2022-02-11 00:00:00 SELL $420.88 1 $87,630.70 $0.42 0 $77,630.70 $0.00
2022-03-04 00:00:00 BUY $234.14 12 $109,831.27 $2.81 12 $99,831.27 $-556,629.56
2022-03-28 00:00:00 SELL $170.29 9 $60,764.36 $1.53 18 $50,764.36 $-32,956.89
2022-04-06 00:00:00 SELL $496.46 2 $289,233.31 $0.99 1 $279,233.31 $-1,192,743.16
2022-04-22 00:00:00 SELL $208.98 1,229 $1,439,800.25 $256.83 1,038 $1,429,800.25 $-2,950,848.07
2022-04-28 00:00:00 BUY $339.48 33 $105,757.97 $11.20 245 $95,757.97 $-815,694.18
2022-04-30 00:00:00 SELL $117.92 1 $87,210.24 $0.12 1 $77,210.24 $-486,857.90
2022-05-09 00:00:00 SELL $398.76 162 $170,292.98 $64.60 83 $160,292.98 $-876,973.47
2022-05-11 00:00:00 SELL $442.71 1 $111,189.81 $0.44 9 $101,189.81 $-720,982.75
2022-06-15 00:00:00 BUY $433.67 84 $85,053.69 $36.43 206 $75,053.69 $-126,564.62
2022-06-25 00:00:00 SELL $479.34 7 $127,532.17 $3.36 5 $117,532.17 $-614,930.77
2022-08-10 00:00:00 SELL $494.89 1 $241,245.46 $0.49 3 $231,245.46 $-1,277,136.75
2022-10-22 00:00:00 SELL $448.93 225 $721,423.85 $101.01 697 $711,423.85 $-2,668,240.85
2023-02-11 00:00:00 BUY $486.96 570 $728,391.26 $277.57 583 $718,391.26 $-2,167,492.48
2023-04-06 00:00:00 SELL $133.53 1 $91,307.74 $0.13 11 $81,307.74 $-535,542.88
2023-04-20 00:00:00 BUY $294.37 1,227 $1,077,079.07 $361.20 2,280 $1,067,079.07 $-2,497,756.87
2023-05-17 00:00:00 SELL $209.32 341 $1,148,386.93 $71.38 1,939 $1,138,386.93 $-3,124,243.52
2023-05-25 00:00:00 SELL $198.00 14 $112,419.19 $2.77 3 $102,419.19 $-409,036.43
2023-07-02 00:00:00 SELL $169.89 107 $243,090.40 $18.18 38 $233,090.40 $-1,555,694.93
2023-07-13 00:00:00 BUY $247.40 43 $100,168.39 $10.64 43 $90,168.39 $-551,610.84
2023-07-31 00:00:00 SELL $194.56 202 $290,219.02 $39.30 121 $280,219.02 $-1,115,658.82
2023-08-15 00:00:00 SELL $350.47 367 $255,186.26 $128.62 112 $245,186.26 $-914,373.46
2023-08-27 00:00:00 BUY $365.54 4 $1,006,238.60 $1.46 13 $996,238.60 $-2,445,178.61
2023-09-13 00:00:00 SELL $358.39 43 $608,641.42 $15.41 107 $598,641.42 $-2,050,496.03
2023-10-05 00:00:00 SELL $366.67 1 $86,085.30 $0.37 1 $76,085.30 $-92,100.70
2023-11-06 00:00:00 SELL $476.21 16 $644,407.03 $7.62 17 $634,407.03 $-1,913,873.56
2023-12-15 00:00:00 SELL $73.50 1 $102,974.02 $0.07 11 $92,974.02 $-169,004.42
2024-01-10 00:00:00 BUY $311.39 40 $88,158.41 $12.46 44 $78,158.41 $-119,069.22
2024-03-06 00:00:00 BUY $319.76 169 $257,310.97 $54.04 197 $247,310.97 $-1,076,207.77
2024-03-08 00:00:00 SELL $105.54 96 $489,406.46 $10.13 525 $479,406.46 $-2,033,433.19
2024-03-31 00:00:00 SELL $284.01 6 $114,167.46 $1.70 9 $104,167.46 $-570,330.95
2024-04-10 00:00:00 SELL $377.16 7 $1,654,472.44 $2.64 21 $1,644,472.44 $-3,533,053.35
2024-04-18 00:00:00 SELL $122.87 27 $69,215.76 $3.32 105 $59,215.76 $-474,074.14
2024-05-20 00:00:00 SELL $455.19 4 $212,031.03 $1.82 185 $202,031.03 $-1,477,940.28
2024-05-23 00:00:00 BUY $302.28 4 $77,048.76 $1.21 69 $67,048.76 $-823,833.31
2024-06-28 00:00:00 SELL $136.02 222 $87,548.85 $30.20 29 $77,548.85 $-533,067.22
2024-07-07 00:00:00 BUY $369.86 4 $5,270.03 $1.48 8 $-4,729.97 $-1,987.16
2024-07-25 00:00:00 SELL $389.50 124 $269,908.10 $48.30 43 $259,908.10 $-1,476,717.63
2024-08-06 00:00:00 SELL $194.46 230 $1,642,472.83 $44.73 47 $1,632,472.83 $-3,665,574.41
2024-08-18 00:00:00 SELL $247.18 225 $590,413.65 $55.62 52 $580,413.65 $-1,770,857.88
2024-12-01 00:00:00 SELL $423.68 76 $59,233.30 $32.20 27 $49,233.30 $-24,582.66
2024-12-29 00:00:00 BUY $370.18 44 $68,457.08 $16.29 97 $58,457.08 $-735,876.42
2024-12-31 00:00:00 SELL $398.74 18 $1,007,702.22 $7.18 9 $997,702.22 $-2,446,341.96
2025-02-09 00:00:00 SELL $266.66 66 $311,404.19 $17.60 28 $301,404.19 $-1,131,733.75
2025-02-13 00:00:00 BUY $156.57 40 $99,911.70 $6.26 57 $89,911.70 $-414,034.43
2025-05-03 00:00:00 SELL $348.54 116 $106,592.62 $40.43 59 $96,592.62 $-92,058.48
2025-06-27 00:00:00 SELL $348.60 48 $87,405.29 $16.73 15 $77,405.29 $-819,770.55
SUMMARY (346 total orders) $87,405.29 $8990.97 - $28.49% -

GBPJPY=X

Best: Machine Learning Rsi ⏰ 1d
PSR
0.835
Sharpe Ratio
1.640
Total Orders
208
Net Profit
39.40%
Average Win
32.08%
Average Loss
-5.20%
Annual Return
39.40%
Max Drawdown
-15.52%
Win Rate
0.3%
Profit/Loss Ratio
3.45
Alpha
0.012
Beta
1.313
Sortino Ratio
0.968
Total Fees
$1,163.79
Strategy Capacity
$4,941,305
Portfolio Turnover
0.92%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Machine Learning Rsi 1d 2.462 30.3% -17.2% 0.3% 🏆 BEST
2 Bitcoin 1d 2.455 8.5% -27.1% 0.3%
3 Improved Index Trend 1d 2.445 -10.5% -14.8% 0.3%
4 Weekly Breakout 1d 2.430 -5.0% -6.2% 0.4%
5 Counter Punsh 1d 2.335 31.3% -15.1% 0.3%
6 Crude Oil 1d 2.156 2.2% -27.3% 0.5%
7 Face The Train 1d 2.071 72.6% -23.0% 0.3%
8 Confident Trend 1d 1.951 -3.1% -15.7% 0.5%
9 Mfi 1d 1.922 43.9% -13.2% 0.4%
10 Neural Networks Recurrent Neural 1d 1.826 7.5% -9.5% 0.7%
11 Turtle Trading 1d 1.655 68.3% -22.8% 0.5%
12 Buyandhold 1d 1.632 -0.9% -10.1% 0.4%
13 Donchian Channels Breakout 1d 1.581 49.9% -29.7% 0.4%
14 Long Short Term Memory Neural Network 1d 1.464 -19.3% -10.0% 0.3%
15 Trend Risk Protection 1d 1.371 40.9% -18.0% 0.5%
16 Svm Rnn 1d 1.332 74.8% -19.4% 0.5%
17 Decision Tree 1d 1.239 29.7% -5.9% 0.4%
18 Bollinger Bands 1d 1.131 19.6% -8.9% 0.4%
19 Donchian Boyt 1d 1.120 47.2% -11.4% 0.3%
20 Inside Day 1d 1.118 79.8% -24.6% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-04-19 00:00:00 SELL $107.56 2 $49,762.68 $0.22 2 $39,762.68 $-267,986.25
2019-05-12 00:00:00 SELL $366.70 7 $44,964.32 $2.57 9 $34,964.32 $-274,066.54
2019-05-15 00:00:00 BUY $499.91 4 $17,223.86 $2.00 7 $7,223.86 $-47,711.93
2019-08-13 00:00:00 BUY $252.33 18 $14,376.66 $4.54 18 $4,376.66 $-52,465.99
2019-08-28 00:00:00 SELL $454.94 5 $41,850.51 $2.27 15 $31,850.51 $-247,665.48
2019-09-16 00:00:00 SELL $458.76 6 $12,835.62 $2.75 4 $2,835.62 $-9,490.32
2019-10-06 00:00:00 BUY $117.60 4 $25,719.06 $0.47 4 $15,719.06 $-221,175.87
2019-10-10 00:00:00 SELL $488.94 4 $32,709.53 $1.96 0 $22,709.53 $0.00
2020-01-27 00:00:00 SELL $417.67 4 $30,755.74 $1.67 4 $20,755.74 $-169,356.15
2020-02-02 00:00:00 BUY $111.38 4 $38,862.32 $0.45 4 $28,862.32 $-146,760.32
2020-02-22 00:00:00 BUY $437.95 11 $21,868.81 $4.82 11 $11,868.81 $-198,648.92
2020-03-16 00:00:00 SELL $206.03 4 $45,878.92 $0.82 0 $35,878.92 $0.00
2020-03-18 00:00:00 SELL $67.42 6 $13,835.95 $0.40 0 $3,835.95 $0.00
2020-04-28 00:00:00 BUY $468.38 22 $32,081.02 $10.30 23 $22,081.02 $-140,967.37
2020-05-06 00:00:00 BUY $287.37 34 $33,970.48 $9.77 112 $23,970.48 $-70,431.78
2020-10-11 00:00:00 SELL $487.31 2 $26,692.70 $0.97 2 $16,692.70 $-221,142.06
2020-12-27 00:00:00 BUY $416.89 1 $13,431.86 $0.42 6 $3,431.86 $-23,630.38
2021-01-24 00:00:00 BUY $416.65 4 $13,849.17 $1.67 5 $3,849.17 $-22,381.89
2021-03-01 00:00:00 BUY $180.86 19 $42,439.08 $3.44 19 $32,439.08 $-226,494.59
2021-07-08 00:00:00 SELL $272.26 1 $46,357.35 $0.27 0 $36,357.35 $0.00
2021-08-24 00:00:00 BUY $75.14 19 $24,190.99 $1.43 42 $14,190.99 $-220,501.44
2021-11-29 00:00:00 SELL $372.83 4 $32,052.41 $1.49 44 $22,052.41 $-233,626.51
2021-12-21 00:00:00 SELL $358.36 1 $23,957.57 $0.36 0 $13,957.57 $0.00
2022-02-18 00:00:00 SELL $286.45 8 $38,099.66 $2.29 28 $28,099.66 $-252,503.28
2022-04-27 00:00:00 SELL $360.62 2 $46,442.65 $0.72 0 $36,442.65 $0.00
2022-05-01 00:00:00 SELL $179.79 25 $15,063.12 $4.49 1 $5,063.12 $-20,443.43
2022-07-23 00:00:00 SELL $305.27 1 $44,287.12 $0.31 7 $34,287.12 $-137,501.35
2022-09-02 00:00:00 SELL $285.92 2 $39,433.59 $0.57 2 $29,433.59 $-147,079.50
2022-09-21 00:00:00 SELL $57.71 5 $10,390.07 $0.29 71 $390.07 $-78,729.48
2022-11-28 00:00:00 SELL $441.35 5 $15,627.66 $2.21 10 $5,627.66 $-52,594.43
2022-12-01 00:00:00 SELL $250.32 4 $23,612.53 $1.00 0 $13,612.53 $0.00
2023-01-06 00:00:00 SELL $406.48 3 $20,078.09 $1.22 3 $10,078.09 $-44,194.16
2023-01-25 00:00:00 SELL $82.56 11 $22,776.04 $0.91 0 $12,776.04 $0.00
2023-02-01 00:00:00 SELL $417.46 8 $9,061.72 $3.34 4 $-938.28 $-2,600.52
2023-02-19 00:00:00 SELL $434.39 10 $18,716.19 $4.34 8 $8,716.19 $-58,074.76
2023-05-09 00:00:00 SELL $318.59 1 $39,751.86 $0.32 1 $29,751.86 $-147,332.75
2023-06-23 00:00:00 SELL $252.68 8 $10,743.45 $2.02 6 $743.45 $-8,780.86
2024-04-01 00:00:00 SELL $174.46 104 $52,095.70 $18.14 8 $42,095.70 $-110,992.16
2024-04-29 00:00:00 SELL $79.87 28 $38,946.10 $2.24 1 $28,946.10 $-147,125.95
2024-06-17 00:00:00 BUY $346.05 14 $15,228.56 $4.84 17 $5,228.56 $-39,530.78
2024-07-14 00:00:00 SELL $346.14 1 $20,179.48 $0.35 0 $10,179.48 $0.00
2024-08-12 00:00:00 BUY $426.94 5 $12,572.90 $2.13 6 $2,572.90 $-13,928.88
2024-08-18 00:00:00 SELL $189.67 3 $11,450.21 $0.57 5 $1,450.21 $-29,463.23
2024-09-07 00:00:00 BUY $468.10 9 $33,997.64 $4.21 119 $23,997.64 $-35,550.50
2024-09-15 00:00:00 SELL $356.29 16 $12,158.84 $5.70 5 $2,158.84 $-5,084.14
2024-09-17 00:00:00 SELL $440.20 33 $45,055.64 $14.53 4 $35,055.64 $-228,170.19
2024-10-16 00:00:00 SELL $309.42 1 $19,833.69 $0.31 1 $9,833.69 $-49,948.89
2024-11-08 00:00:00 BUY $184.49 12 $7,794.53 $2.21 66 $-2,205.47 $-21,498.75
2024-12-16 00:00:00 BUY $295.83 4 $20,207.18 $1.18 5 $10,207.18 $-39,796.52
2025-03-15 00:00:00 BUY $63.81 57 $30,247.24 $3.64 72 $20,247.24 $-171,729.00
SUMMARY (194 total orders) $30,247.24 $591.04 - $39.40% -

EURGBP=X

Best: Ride The Aggression ⏰ 1d
PSR
0.759
Sharpe Ratio
2.033
Total Orders
414
Net Profit
42.68%
Average Win
20.73%
Average Loss
-5.42%
Annual Return
42.68%
Max Drawdown
-8.64%
Win Rate
0.6%
Profit/Loss Ratio
3.00
Alpha
0.200
Beta
1.490
Sortino Ratio
1.719
Total Fees
$1,427.67
Strategy Capacity
$370,336
Portfolio Turnover
0.50%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Ride The Aggression 1d 2.378 75.0% -18.7% 0.4% 🏆 BEST
2 Wheel Strategy 1d 2.337 -8.2% -15.5% 0.3%
3 Russell Rebalancing Strategy 1d 2.287 12.7% -7.4% 0.5%
4 Crude Oil 1d 2.264 50.0% -14.2% 0.4%
5 Svm Rnn 1d 2.186 55.4% -14.8% 0.6%
6 Buyandhold 1d 2.147 74.6% -16.9% 0.6%
7 Ais Micro Test Diversity Gap 1d 2.111 41.1% -24.1% 0.4%
8 Machine Learning Rsi 1d 2.089 4.1% -11.5% 0.5%
9 Rsi 1d 2.039 -1.0% -27.8% 0.6%
10 Mfi 1d 1.979 32.4% -21.3% 0.5%
11 Markov 1d 1.945 -18.6% -16.7% 0.6%
12 Support Vector Machines 1d 1.818 72.7% -20.3% 0.6%
13 Macd 1d 1.603 53.4% -27.5% 0.5%
14 Decision Tree 1d 1.510 0.0% -9.1% 0.5%
15 Long Short Term Memory Neural Network 1d 1.499 -14.5% -8.5% 0.6%
16 Bullish Engulfing 1d 1.435 31.8% -12.1% 0.5%
17 Decision Tree 3 1d 1.383 10.8% -9.5% 0.5%
18 Donchian Channels Breakout 1d 1.363 67.5% -22.3% 0.4%
19 Linear Regression Pca 1d 1.326 33.2% -6.7% 0.4%
20 Larry Williams 1d 1.236 42.0% -21.9% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-06-07 00:00:00 SELL $129.40 821 $3,189,614.37 $106.24 1,049 $3,179,614.37 $-11,809,514.29
2022-06-22 00:00:00 SELL $50.52 1 $1,041,644.76 $0.05 56 $1,031,644.76 $-1,894,180.07
2022-07-04 00:00:00 SELL $497.98 2 $36,471.51 $1.00 4 $26,471.51 $-91,223.47
2022-07-09 00:00:00 BUY $96.72 1,675 $956,553.18 $162.00 1,675 $946,553.18 $-5,427,694.60
2022-07-14 00:00:00 SELL $320.73 70 $988,294.79 $22.45 13 $978,294.79 $-2,693,240.15
2022-07-25 00:00:00 BUY $103.92 40 $15,717.93 $4.16 44 $5,717.93 $-38,830.42
2022-08-06 00:00:00 BUY $269.07 1,058 $672,376.94 $284.68 1,516 $662,376.94 $-1,742,437.43
2022-08-07 00:00:00 BUY $361.46 20 $3,164,085.81 $7.23 1,605 $3,154,085.81 $-9,768,051.67
2022-08-15 00:00:00 SELL $437.85 3 $37,783.74 $1.31 1 $27,783.74 $-92,777.52
2022-08-30 00:00:00 SELL $165.06 142 $486,168.63 $23.44 1,389 $476,168.63 $-4,232,863.42
2022-09-22 00:00:00 SELL $385.36 431 $907,211.23 $166.09 1,550 $897,211.23 $-1,204,384.83
2022-10-02 00:00:00 SELL $464.66 42 $35,214.01 $19.52 2 $25,214.01 $-46,630.39
2022-11-12 00:00:00 SELL $140.54 12 $141,268.91 $1.69 118 $131,268.91 $-195,019.76
2022-12-17 00:00:00 SELL $213.10 279 $2,469,621.97 $59.45 82 $2,459,621.97 $-7,883,660.39
2023-03-09 00:00:00 SELL $459.11 8 $11,794.22 $3.67 12 $1,794.22 $-1,676.94
2023-03-11 00:00:00 BUY $177.47 1,440 $819,285.86 $255.55 1,670 $809,285.86 $-785,302.12
2023-04-15 00:00:00 SELL $221.98 814 $727,074.76 $180.69 171 $717,074.76 $-4,424,166.69
2023-04-22 00:00:00 SELL $273.02 963 $3,662,086.32 $262.92 514 $3,652,086.32 $-10,988,689.75
2023-06-16 00:00:00 SELL $192.89 9 $24,419.63 $1.74 28 $14,419.63 $-58,743.51
2023-07-05 00:00:00 SELL $290.88 304 $979,855.54 $88.43 422 $969,855.54 $-1,774,259.85
2023-07-08 00:00:00 BUY $76.36 31 $7,255.66 $2.37 40 $-2,744.34 $-13,290.14
2023-08-08 00:00:00 SELL $66.04 784 $615,747.51 $51.78 176 $605,747.51 $-3,956,588.46
2023-11-08 00:00:00 SELL $248.69 646 $3,365,259.87 $160.65 137 $3,355,259.87 $-12,155,294.05
2023-11-09 00:00:00 SELL $320.56 184 $653,939.89 $58.98 119 $643,939.89 $-4,226,058.89
2023-12-20 00:00:00 SELL $403.52 1,069 $3,250,285.35 $431.36 203 $3,240,285.35 $-13,117,874.70
2024-01-11 00:00:00 SELL $201.56 6 $743,930.15 $1.21 50 $733,930.15 $-3,544,872.27
2024-01-28 00:00:00 SELL $393.94 14 $13,959.74 $5.52 14 $3,959.74 $-31,275.91
2024-02-02 00:00:00 SELL $213.01 92 $721,890.50 $19.60 171 $711,890.50 $-4,829,476.03
2024-02-13 00:00:00 SELL $473.64 111 $346,342.75 $52.57 84 $336,342.75 $-406,336.95
2024-03-03 00:00:00 BUY $433.02 2 $8,125.02 $0.87 20 $-1,874.98 $2,340.16
2024-03-09 00:00:00 BUY $176.39 374 $3,599,607.54 $65.97 858 $3,589,607.54 $-10,204,085.95
2024-03-30 00:00:00 BUY $83.34 7,042 $1,585,617.84 $586.89 8,644 $1,575,617.84 $-7,697,565.41
2024-04-21 00:00:00 BUY $400.17 1,778 $2,559,730.36 $711.49 2,268 $2,549,730.36 $-11,408,944.43
2024-06-28 00:00:00 BUY $377.42 2,035 $1,899,842.88 $768.06 2,241 $1,889,842.88 $-14,507,194.34
2024-07-03 00:00:00 BUY $243.74 57 $505,684.16 $13.89 283 $495,684.16 $-575,957.96
2024-08-27 00:00:00 SELL $267.21 30 $1,037,254.64 $8.02 73 $1,027,254.64 $-1,877,502.96
2024-09-05 00:00:00 SELL $332.53 5 $33,081.18 $1.66 0 $23,081.18 $0.00
2024-10-31 00:00:00 SELL $118.65 868 $1,097,276.69 $102.99 49 $1,087,276.69 $-5,568,733.97
2024-11-11 00:00:00 SELL $372.70 23 $14,053.17 $8.57 8 $4,053.17 $-19,523.90
2024-11-20 00:00:00 SELL $281.64 3,454 $2,028,076.30 $972.80 1,401 $2,018,076.30 $-6,728,792.21
2024-12-13 00:00:00 SELL $266.60 1 $15,626.76 $0.27 2 $5,626.76 $-38,583.25
2024-12-24 00:00:00 BUY $51.48 40 $22,507.73 $2.06 40 $12,507.73 $-86,474.57
2025-01-08 00:00:00 SELL $212.70 639 $700,055.24 $135.91 141 $690,055.24 $-3,503,766.61
2025-02-06 00:00:00 SELL $322.23 719 $903,827.00 $231.68 797 $893,827.00 $-2,178,211.39
2025-03-23 00:00:00 SELL $470.86 147 $702,312.90 $69.22 263 $692,312.90 $-4,742,064.64
2025-04-11 00:00:00 SELL $207.46 5 $31,485.16 $1.04 5 $21,485.16 $-142,517.66
2025-04-28 00:00:00 SELL $222.11 1 $38,005.63 $0.22 0 $28,005.63 $0.00
2025-05-03 00:00:00 SELL $122.82 206 $1,005,130.33 $25.30 216 $995,130.33 $-1,870,481.21
2025-05-06 00:00:00 BUY $197.56 1,589 $2,173,098.81 $313.92 1,602 $2,163,098.81 $-7,787,561.73
2025-07-22 00:00:00 SELL $443.97 32 $2,487,333.21 $14.21 13 $2,477,333.21 $-8,098,278.81
SUMMARY (401 total orders) $2,487,333.21 $39429.93 - $42.68% -

AUDJPY=X

Best: Adx ⏰ 1d
PSR
0.770
Sharpe Ratio
0.537
Total Orders
107
Net Profit
46.09%
Average Win
16.95%
Average Loss
-3.69%
Annual Return
46.09%
Max Drawdown
-5.44%
Win Rate
0.5%
Profit/Loss Ratio
2.20
Alpha
0.197
Beta
0.598
Sortino Ratio
1.278
Total Fees
$2,716.34
Strategy Capacity
$3,632,026
Portfolio Turnover
2.09%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Adx 1d 2.413 -17.1% -10.6% 0.3% 🏆 BEST
2 Trend Risk Protection 1d 2.129 29.9% -6.9% 0.7%
3 Buyandhold 1d 2.127 48.0% -28.3% 0.3%
4 Larry Williams 1d 2.052 12.8% -11.6% 0.3%
5 Rnn Linear Regression 1d 2.019 31.7% -24.6% 0.3%
6 Machine Learning Rsi 1d 2.015 66.3% -12.7% 0.4%
7 Decision Tree 2 1d 2.012 10.2% -20.3% 0.5%
8 Neural Networks Recurrent Neural 1d 2.003 66.3% -21.6% 0.6%
9 Face The Train 1d 1.913 12.5% -16.7% 0.7%
10 Decision Tree 1d 1.898 17.2% -10.3% 0.5%
11 Linear Regression Pca 1d 1.854 35.2% -11.4% 0.6%
12 Linear Regression 1d 1.694 78.6% -21.8% 0.5%
13 Stan Weinstein 1d 1.678 17.0% -6.6% 0.3%
14 Improved Index Trend 1d 1.677 71.7% -13.3% 0.3%
15 Multi Layer Ema 1d 1.638 -17.9% -6.6% 0.5%
16 Bullish Engulfing 1d 1.621 39.3% -6.1% 0.4%
17 Ride The Aggression 1d 1.576 17.4% -10.0% 0.5%
18 Crude Oil 1d 1.493 56.9% -9.9% 0.7%
19 Donchian Boyt 1d 1.485 19.7% -11.2% 0.4%
20 Counter Punsh 1d 1.387 42.7% -20.5% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2012-04-27 00:00:00 SELL $68.78 9 $27,641.59 $0.62 35 $17,641.59 $-72,654.56
2012-08-29 00:00:00 SELL $181.25 1 $88,501.73 $0.18 6 $78,501.73 $-201,131.30
2013-03-11 00:00:00 BUY $293.21 47 $38,638.72 $13.78 284 $28,638.72 $-52,991.67
2013-03-22 00:00:00 SELL $422.11 19 $63,126.07 $8.02 36 $53,126.07 $-94,139.33
2013-04-15 00:00:00 SELL $288.95 1 $30,411.66 $0.29 5 $20,411.66 $-12,084.31
2013-11-15 00:00:00 SELL $455.31 19 $69,137.21 $8.65 4 $59,137.21 $-117,753.93
2013-12-30 00:00:00 BUY $147.18 22 $32,315.82 $3.24 25 $22,315.82 $-59,367.41
2014-01-07 00:00:00 SELL $463.13 2 $25,880.30 $0.93 39 $15,880.30 $-59,683.76
2014-08-14 00:00:00 BUY $445.22 23 $60,494.93 $10.24 23 $50,494.93 $-99,095.01
2014-08-19 00:00:00 SELL $105.64 27 $31,374.09 $2.85 18 $21,374.09 $-36,793.57
2014-09-15 00:00:00 SELL $344.22 9 $16,070.93 $3.10 11 $6,070.93 $-6,107.70
2014-10-01 00:00:00 BUY $138.33 55 $29,548.11 $7.61 55 $19,548.11 $-75,034.15
2015-04-26 00:00:00 SELL $308.64 32 $28,504.01 $9.88 3 $18,504.01 $-54,820.48
2016-01-23 00:00:00 SELL $182.03 53 $88,320.66 $9.65 7 $78,320.66 $-200,944.60
2016-02-26 00:00:00 SELL $110.67 4 $88,641.29 $0.44 14 $78,641.29 $-219,707.06
2016-03-01 00:00:00 SELL $298.98 5 $68,262.28 $1.49 17 $58,262.28 $-104,252.50
2016-08-05 00:00:00 BUY $497.57 2 $17,954.05 $1.00 2 $7,954.05 $-8,899.03
2016-08-29 00:00:00 BUY $291.95 7 $62,186.82 $2.04 189 $52,186.82 $-105,708.51
2017-01-17 00:00:00 SELL $284.70 3 $34,737.43 $0.85 15 $24,737.43 $-63,084.99
2017-01-23 00:00:00 SELL $369.42 1 $39,007.76 $0.37 283 $29,007.76 $-45,498.82
2017-03-01 00:00:00 SELL $173.96 36 $28,524.68 $6.26 45 $18,524.68 $-30,867.00
2017-04-23 00:00:00 SELL $367.32 25 $75,085.90 $9.18 150 $65,085.90 $-94,944.93
2017-08-15 00:00:00 SELL $369.18 3 $18,508.34 $1.11 2 $8,508.34 $-9,155.81
2017-09-16 00:00:00 BUY $280.45 26 $23,112.76 $7.29 31 $13,112.76 $-4,835.23
2018-02-19 00:00:00 BUY $451.47 36 $74,113.00 $16.25 36 $64,113.00 $-185,966.05
2018-02-24 00:00:00 BUY $143.60 34 $19,991.32 $4.88 38 $9,991.32 $-23,254.62
2018-03-18 00:00:00 BUY $361.19 4 $73,639.71 $1.44 154 $63,639.71 $-94,420.73
2018-04-24 00:00:00 BUY $335.64 28 $64,232.48 $9.40 182 $54,232.48 $-90,402.38
2018-10-16 00:00:00 SELL $417.69 22 $88,199.07 $9.19 18 $78,199.07 $-213,737.95
2019-01-21 00:00:00 SELL $294.79 1 $18,248.54 $0.29 1 $8,248.54 $-10,594.52
2019-02-26 00:00:00 SELL $256.20 9 $26,905.73 $2.31 10 $16,905.73 $-57,543.96
2019-04-09 00:00:00 BUY $482.75 6 $27,023.15 $2.90 44 $17,023.15 $-50,924.66
2019-06-17 00:00:00 SELL $446.42 26 $35,557.07 $11.61 3 $25,557.07 $-61,707.71
2019-08-15 00:00:00 SELL $86.39 37 $24,002.34 $3.20 0 $14,002.34 $0.00
2019-08-19 00:00:00 BUY $392.03 17 $63,630.51 $6.66 157 $53,630.51 $-101,380.87
2020-03-20 00:00:00 SELL $238.41 7 $24,878.45 $1.67 4 $14,878.45 $-27,757.62
2020-07-07 00:00:00 SELL $485.32 3 $51,496.16 $1.46 68 $41,496.16 $-76,333.53
2020-11-30 00:00:00 SELL $148.68 4 $32,512.15 $0.59 8 $22,512.15 $-37,505.64
2021-02-16 00:00:00 SELL $241.11 8 $90,568.28 $1.93 6 $80,568.28 $-219,809.69
2022-06-04 00:00:00 SELL $84.46 25 $23,211.27 $2.11 11 $13,211.27 $-27,782.17
2022-11-04 00:00:00 SELL $61.62 7 $18,132.71 $0.43 0 $8,132.71 $0.00
2023-06-09 00:00:00 BUY $370.24 5 $6,433.15 $1.85 31 $-3,566.85 $8,586.05
2023-06-23 00:00:00 BUY $257.58 20 $12,976.02 $5.15 20 $2,976.02 $408.98
2023-07-13 00:00:00 BUY $331.87 12 $28,525.72 $3.98 20 $18,525.72 $-32,057.67
2023-09-20 00:00:00 SELL $59.79 2 $28,966.21 $0.12 0 $18,966.21 $0.00
2023-10-04 00:00:00 BUY $455.87 5 $25,359.97 $2.28 40 $15,359.97 $-56,827.26
2024-03-24 00:00:00 BUY $93.27 31 $7,105.67 $2.89 31 $-2,894.33 $2,891.44
2024-06-03 00:00:00 SELL $401.11 1 $70,745.28 $0.40 0 $60,745.28 $0.00
2024-07-04 00:00:00 SELL $494.43 19 $15,818.01 $9.39 12 $5,818.01 $1,190.65
2024-09-13 00:00:00 SELL $165.78 49 $70,301.71 $8.12 140 $60,301.71 $-139,721.23
SUMMARY (101 total orders) $70,301.71 $523.59 - $46.09% -

EURAUD=X

Best: Decision Tree 3 ⏰ 1d
PSR
0.490
Sharpe Ratio
1.103
Total Orders
464
Net Profit
30.04%
Average Win
29.11%
Average Loss
-6.23%
Annual Return
30.04%
Max Drawdown
-23.87%
Win Rate
0.6%
Profit/Loss Ratio
2.62
Alpha
-0.080
Beta
2.000
Sortino Ratio
0.342
Total Fees
$3,386.75
Strategy Capacity
$2,473,776
Portfolio Turnover
0.40%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 3 1d 2.477 35.5% -13.2% 0.5% 🏆 BEST
2 Wheel Strategy 1d 2.417 73.8% -10.0% 0.5%
3 Neural Networks Recurrent Neural 1d 2.347 34.1% -23.5% 0.5%
4 Rsi 1d 2.333 55.4% -5.5% 0.5%
5 Rnn Linear Regression 1d 2.321 -18.1% -15.1% 0.5%
6 Long Short Term Memory Neural Network 1d 2.278 36.1% -20.4% 0.3%
7 Machine Learning Rsi 1d 2.234 74.9% -6.6% 0.3%
8 Macd 1d 2.210 7.2% -15.0% 0.4%
9 Russell Rebalancing Strategy 1d 2.179 20.8% -10.7% 0.4%
10 Markov 1d 2.173 16.6% -11.4% 0.6%
11 Face The Train 1d 2.136 76.5% -6.0% 0.6%
12 Improved Index Trend 1d 2.073 36.0% -21.1% 0.4%
13 Stable Mean Revert 1d 2.043 10.2% -8.8% 0.4%
14 Donchian Boyt 1d 2.013 56.4% -27.6% 0.3%
15 Bitcoin 1d 1.899 40.3% -26.4% 0.4%
16 Weekly Breakout 1d 1.704 56.7% -27.8% 0.4%
17 Counter Punsh 1d 1.704 0.7% -7.4% 0.4%
18 Support Vector Machines 1d 1.481 3.3% -19.0% 0.4%
19 Ride The Aggression 1d 1.377 5.3% -7.4% 0.4%
20 Stan Weinstein 1d 1.330 -10.8% -14.4% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-06-05 00:00:00 BUY $298.45 46 $138,436.52 $13.73 59 $128,436.52 $-435,621.73
2022-06-19 00:00:00 BUY $127.16 514 $625,963.53 $65.36 734 $615,963.53 $-1,259,739.37
2022-07-27 00:00:00 BUY $89.43 47 $20,233.83 $4.20 47 $10,233.83 $-75,027.62
2022-08-19 00:00:00 SELL $112.08 445 $410,692.44 $49.88 187 $400,692.44 $-881,824.67
2022-09-05 00:00:00 BUY $97.67 40,109 $19,039,491.79 $3917.44 186,434 $19,029,491.79 $-79,373,565.03
2022-09-30 00:00:00 SELL $335.87 1 $8,752.56 $0.34 11 $-1,247.44 $-8,586.05
2022-10-06 00:00:00 SELL $60.41 1 $31,175.11 $0.06 0 $21,175.11 $0.00
2022-10-09 00:00:00 SELL $478.15 1,019 $10,292,001.28 $487.23 4,068 $10,282,001.28 $-5,363,050.37
2022-10-14 00:00:00 SELL $345.99 120 $252,427.17 $41.52 1,380 $242,427.17 $-764,795.47
2022-10-25 00:00:00 SELL $329.09 12 $18,582.51 $3.95 1 $8,582.51 $-46,190.38
2022-11-05 00:00:00 SELL $408.87 449 $11,175,824.01 $183.58 249 $11,165,824.01 $-13,074,840.66
2022-11-08 00:00:00 BUY $51.05 357 $57,645.80 $18.23 525 $47,645.80 $-154,398.91
2022-11-13 00:00:00 SELL $275.75 3,933 $22,458,592.54 $1084.52 961 $22,448,592.54 $-18,710,657.36
2022-12-02 00:00:00 SELL $321.15 1 $87,687.71 $0.32 0 $77,687.71 $0.00
2022-12-23 00:00:00 BUY $222.96 1,680 $8,831,014.89 $374.58 7,560 $8,821,014.89 $-7,869,668.85
2023-01-25 00:00:00 SELL $456.85 624 $385,605.98 $285.07 216 $375,605.98 $-525,188.93
2023-03-15 00:00:00 BUY $410.43 5,747 $6,494,679.91 $2358.75 12,729 $6,484,679.91 $-5,143,530.65
2023-03-23 00:00:00 BUY $229.97 9,602 $28,005,292.28 $2208.20 35,193 $27,995,292.28 $-65,015,815.37
2023-04-05 00:00:00 SELL $219.77 37 $146,336.29 $8.13 0 $136,336.29 $0.00
2023-04-11 00:00:00 SELL $332.77 14 $761,269.49 $4.66 145 $751,269.49 $-1,214,420.59
2023-05-08 00:00:00 BUY $349.88 246 $759,609.08 $86.07 363 $749,609.08 $-1,719,996.13
2023-06-08 00:00:00 BUY $175.53 1,108 $647,973.89 $194.49 1,124 $637,973.89 $-1,735,771.88
2023-07-07 00:00:00 SELL $173.27 2 $171,677.57 $0.35 0 $161,677.57 $0.00
2023-10-28 00:00:00 SELL $51.51 31 $117,942.14 $1.60 16 $107,942.14 $-529,523.68
2023-11-09 00:00:00 BUY $55.22 15,423 $3,053,168.81 $851.65 16,568 $3,043,168.81 $-4,662,253.50
2023-11-16 00:00:00 BUY $303.71 26 $18,781.36 $7.90 43 $8,781.36 $-79,107.41
2023-11-24 00:00:00 SELL $162.05 122 $84,281.83 $19.77 41 $74,281.83 $-134,837.62
2023-11-25 00:00:00 SELL $183.27 1 $87,191.53 $0.18 0 $77,191.53 $0.00
2023-12-17 00:00:00 SELL $498.58 1 $448,301.95 $0.50 0 $438,301.95 $0.00
2024-01-06 00:00:00 BUY $340.44 4 $6,754.87 $1.36 4 $-3,245.13 $-23,984.19
2024-02-08 00:00:00 SELL $333.80 171 $442,628.05 $57.08 45 $432,628.05 $-608,847.42
2024-02-22 00:00:00 SELL $339.95 98 $410,691.37 $33.31 207 $400,691.37 $-719,813.16
2024-03-03 00:00:00 SELL $199.97 458 $3,675,803.15 $91.58 498 $3,665,803.15 $-4,401,428.49
2024-03-30 00:00:00 SELL $332.19 587 $839,964.63 $195.00 120 $829,964.63 $-1,501,722.73
2024-05-23 00:00:00 BUY $86.84 34,410 $8,726,285.50 $2988.21 39,638 $8,716,285.50 $-12,545,276.44
2024-05-25 00:00:00 SELL $150.10 18 $61,916.05 $2.70 343 $51,916.05 $-342,325.23
2024-07-02 00:00:00 SELL $111.57 36 $22,793.98 $4.02 7 $12,793.98 $-99,282.49
2024-07-19 00:00:00 SELL $326.87 1 $27,806.54 $0.33 0 $17,806.54 $0.00
2024-09-15 00:00:00 SELL $382.03 357 $762,211.19 $136.38 377 $752,211.19 $-1,274,409.58
2024-10-05 00:00:00 BUY $70.82 210 $433,222.32 $14.87 210 $423,222.32 $-775,310.85
2024-11-05 00:00:00 SELL $293.60 173 $112,658.65 $50.79 170 $102,658.65 $-343,897.51
2024-11-21 00:00:00 BUY $439.63 2 $7,151.76 $0.88 21 $-2,848.24 $-10,765.32
2025-01-06 00:00:00 SELL $180.29 7 $194,879.40 $1.26 4 $184,879.40 $-254,776.95
2025-02-12 00:00:00 BUY $210.37 97 $756,615.43 $20.41 159 $746,615.43 $-1,208,816.75
2025-02-15 00:00:00 SELL $75.57 13 $10,389.24 $0.98 13 $389.24 $-39,491.37
2025-05-05 00:00:00 SELL $364.00 27,201 $18,617,432.71 $9901.05 12,437 $18,607,432.71 $-14,448,637.03
2025-06-10 00:00:00 SELL $87.49 7 $9,131.48 $0.61 1 $-868.52 $-22,876.06
2025-06-21 00:00:00 SELL $365.97 7,543 $21,375,156.41 $2760.48 4,894 $21,365,156.41 $-17,184,612.79
2025-07-04 00:00:00 BUY $140.87 8 $8,551.01 $1.13 12 $-1,448.99 $-6,162.03
2025-07-24 00:00:00 SELL $211.56 1 $7,480.89 $0.21 0 $-2,519.11 $0.00
SUMMARY (435 total orders) $7,480.89 $224418.84 - $30.04% -

EURCHF=X

Best: Buyandhold ⏰ 1d
PSR
0.546
Sharpe Ratio
0.572
Total Orders
57
Net Profit
37.60%
Average Win
31.81%
Average Loss
-3.76%
Annual Return
37.60%
Max Drawdown
-16.71%
Win Rate
0.4%
Profit/Loss Ratio
6.97
Alpha
-0.068
Beta
1.584
Sortino Ratio
1.320
Total Fees
$3,168.57
Strategy Capacity
$4,908,617
Portfolio Turnover
1.22%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Buyandhold 1d 2.493 3.0% -23.2% 0.5% 🏆 BEST
2 Long Short Term Memory Neural Network 1d 2.273 -2.4% -13.5% 0.6%
3 Larry Williams 1d 1.967 -13.5% -19.3% 0.5%
4 Inside Day 1d 1.862 28.9% -26.6% 0.5%
5 Donchian Boyt 1d 1.760 51.7% -14.3% 0.7%
6 Adx 1d 1.759 -5.4% -30.0% 0.4%
7 Counter Punsh 1d 1.718 25.9% -7.1% 0.6%
8 Decision Tree 2 1d 1.636 42.4% -23.7% 0.5%
9 Russell Rebalancing Strategy 1d 1.578 3.0% -18.5% 0.5%
10 Rnn Linear Regression 1d 1.476 25.3% -19.8% 0.6%
11 Decision Tree 3 1d 1.418 8.8% -23.6% 0.7%
12 Bollinger Bands 1d 1.387 8.3% -18.6% 0.6%
13 Weekly Breakout 1d 1.343 65.1% -23.1% 0.3%
14 Macd 1d 1.276 39.8% -27.6% 0.6%
15 Donchian Channels Breakout 1d 1.253 72.9% -19.6% 0.5%
16 Improved Index Trend 1d 1.172 3.0% -20.6% 0.7%
17 Multi Layer Ema 1d 1.118 -6.6% -11.8% 0.4%
18 Ais Micro Test Diversity Gap 1d 1.021 64.8% -21.0% 0.7%
19 Lazy Trend Follower 1d 1.016 27.1% -14.6% 0.3%
20 Rsi 1d 1.010 56.0% -15.2% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2000-03-22 00:00:00 SELL $255.00 2 $15,084.83 $0.51 1 $5,084.83 $-13,608.08
2000-07-22 00:00:00 SELL $486.18 3 $14,677.34 $1.46 7 $4,677.34 $-22,323.18
2001-05-25 00:00:00 BUY $367.57 1 $8,815.52 $0.37 1 $-1,184.48 $-4,114.23
2001-07-18 00:00:00 SELL $83.13 5 $8,665.45 $0.42 3 $-1,334.55 $-3,311.28
2002-05-31 00:00:00 SELL $313.66 4 $10,044.40 $1.25 1 $44.40 $-1,301.90
2002-08-31 00:00:00 SELL $351.26 1 $9,166.43 $0.35 0 $-833.57 $0.00
2002-11-28 00:00:00 BUY $438.86 10 $16,146.74 $4.39 10 $6,146.74 $-24,695.20
2002-12-09 00:00:00 SELL $322.58 5 $17,799.92 $1.61 0 $7,799.92 $0.00
2003-06-28 00:00:00 SELL $267.53 2 $6,631.18 $0.54 4 $-3,368.82 $-8,618.20
2003-12-05 00:00:00 SELL $153.00 1 $10,197.26 $0.15 0 $197.26 $0.00
2004-08-17 00:00:00 BUY $90.28 23 $12,693.87 $2.08 23 $2,693.87 $-13,903.60
2004-08-27 00:00:00 SELL $281.86 3 $9,510.19 $0.85 0 $-489.81 $0.00
2005-04-11 00:00:00 SELL $110.98 16 $6,526.26 $1.78 5 $-3,473.74 $-8,704.23
2005-05-20 00:00:00 BUY $429.18 1 $6,096.65 $0.43 6 $-3,903.35 $-6,684.09
2005-10-01 00:00:00 SELL $73.01 7 $16,558.12 $0.51 4 $6,558.12 $-36,701.33
2007-05-08 00:00:00 SELL $483.52 3 $17,595.84 $1.45 7 $7,595.84 $-30,087.75
2008-01-23 00:00:00 BUY $269.26 6 $8,382.82 $1.62 6 $-1,617.18 $1,615.56
2008-09-01 00:00:00 BUY $118.79 14 $3,992.48 $1.66 25 $-6,007.52 $-7,691.73
2010-04-04 00:00:00 BUY $139.01 7 $5,657.16 $0.97 11 $-4,342.84 $-8,159.25
2010-05-03 00:00:00 BUY $320.09 11 $16,047.58 $3.52 11 $6,047.58 $-29,951.37
2010-06-06 00:00:00 SELL $213.93 2 $9,015.58 $0.43 1 $-984.42 $-4,267.87
2011-01-20 00:00:00 SELL $408.60 1 $8,791.01 $0.41 5 $-1,208.99 $427.42
2011-02-13 00:00:00 BUY $180.41 10 $4,752.30 $1.80 21 $-5,247.70 $-3,666.44
2011-03-14 00:00:00 SELL $394.69 3 $16,188.61 $1.18 5 $6,188.61 $-17,873.40
2011-12-31 00:00:00 SELL $168.05 1 $9,183.46 $0.17 0 $-816.54 $0.00
2012-10-21 00:00:00 BUY $210.57 2 $14,575.33 $0.42 3 $4,575.33 $-12,810.22
2012-12-28 00:00:00 BUY $261.22 13 $11,914.43 $3.40 21 $1,914.43 $-16,844.99
2015-02-16 00:00:00 SELL $282.61 7 $19,572.10 $1.98 0 $9,572.10 $0.00
2017-05-19 00:00:00 SELL $381.78 5 $13,251.52 $1.91 8 $3,251.52 $-10,387.67
2017-12-07 00:00:00 SELL $209.63 23 $16,133.46 $4.82 15 $6,133.46 $-25,939.27
2019-02-25 00:00:00 SELL $272.09 6 $14,882.45 $1.63 2 $4,882.45 $-12,897.75
2019-06-29 00:00:00 BUY $198.92 9 $14,695.78 $1.79 9 $4,695.78 $-16,266.33
2020-03-13 00:00:00 SELL $101.52 19 $14,620.79 $1.93 4 $4,620.79 $-17,650.50
2020-05-28 00:00:00 BUY $108.30 31 $11,316.72 $3.36 38 $1,316.72 $-21,611.11
2020-07-09 00:00:00 SELL $310.25 1 $15,005.72 $0.31 8 $5,005.72 $-17,364.83
2020-10-15 00:00:00 BUY $236.88 11 $6,558.20 $2.61 11 $-3,441.80 $-2,243.74
2020-12-08 00:00:00 BUY $310.47 8 $15,313.69 $2.48 8 $5,313.69 $-17,363.10
2021-08-01 00:00:00 BUY $307.04 3 $8,588.14 $0.92 3 $-1,411.86 $-2,639.55
2021-11-25 00:00:00 BUY $79.82 14 $2,873.93 $1.12 39 $-7,126.07 $-9,211.62
2023-01-15 00:00:00 SELL $326.12 26 $11,344.51 $8.48 13 $1,344.51 $-9,202.41
2023-03-17 00:00:00 SELL $404.83 1 $13,220.25 $0.40 10 $3,220.25 $-21,678.21
2023-03-27 00:00:00 BUY $423.41 5 $12,965.65 $2.12 6 $2,965.65 $-11,322.61
2023-10-13 00:00:00 SELL $90.23 10 $12,815.82 $0.90 11 $2,815.82 $-24,733.95
2023-12-08 00:00:00 SELL $284.59 14 $20,113.73 $3.98 1 $10,113.73 $-28,799.18
2024-01-22 00:00:00 SELL $114.56 1 $14,996.89 $0.11 1 $4,996.89 $-13,327.38
2024-01-22 00:00:00 SELL $467.22 4 $16,487.81 $1.87 0 $6,487.81 $0.00
2025-03-11 00:00:00 SELL $301.44 6 $14,772.48 $1.81 0 $4,772.48 $0.00
2025-03-24 00:00:00 SELL $426.39 1 $20,539.70 $0.43 0 $10,539.70 $0.00
2025-04-18 00:00:00 BUY $243.14 8 $8,250.20 $1.95 8 $-1,749.80 $329.55
SUMMARY (49 total orders) $8,250.20 $80.64 - $37.60% -

AUDNZD=X

Best: Decision Tree ⏰ 1d
PSR
0.692
Sharpe Ratio
0.262
Total Orders
432
Net Profit
39.52%
Average Win
23.27%
Average Loss
-6.64%
Annual Return
39.52%
Max Drawdown
-6.26%
Win Rate
0.5%
Profit/Loss Ratio
3.42
Alpha
0.142
Beta
1.407
Sortino Ratio
1.544
Total Fees
$4,965.72
Strategy Capacity
$1,472,393
Portfolio Turnover
2.10%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 1d 2.214 37.7% -7.0% 0.3% 🏆 BEST
2 Linear Regression 1d 2.210 -16.1% -23.2% 0.4%
3 Mfi 1d 2.176 65.8% -12.5% 0.3%
4 Ais Micro Test Diversity Gap 1d 2.156 51.6% -26.9% 0.6%
5 Confident Trend 1d 2.081 74.3% -10.7% 0.5%
6 Multi Layer Ema 1d 2.038 -10.1% -14.3% 0.4%
7 Decision Tree 2 1d 2.038 69.7% -26.7% 0.4%
8 Adx 1d 2.033 -16.3% -27.1% 0.3%
9 Bollinger Bands 1d 2.027 33.7% -11.8% 0.3%
10 Buyandhold 1d 2.027 15.8% -9.3% 0.4%
11 Lazy Trend Follower 1d 2.007 19.7% -21.7% 0.6%
12 Donchian Boyt 1d 1.895 45.4% -11.8% 0.7%
13 Machine Learning Rsi 1d 1.802 7.1% -29.0% 0.6%
14 Weekly Breakout 1d 1.770 -10.2% -8.0% 0.4%
15 Support Vector Machines 1d 1.702 -18.9% -7.1% 0.3%
16 Russell Rebalancing Strategy 1d 1.701 18.2% -6.6% 0.6%
17 Improved Index Trend 1d 1.533 47.9% -17.8% 0.5%
18 Face The Train 1d 1.465 28.9% -15.8% 0.6%
19 Bullish Engulfing 1d 1.437 74.7% -10.7% 0.3%
20 Donchian Channels Breakout 1d 1.405 49.4% -22.0% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-07-09 00:00:00 SELL $420.48 251 $1,977,352.74 $105.54 4,742 $1,967,352.74 $-3,079,764.43
2022-08-03 00:00:00 SELL $383.21 3 $11,307.07 $1.15 0 $1,307.07 $0.00
2022-09-20 00:00:00 BUY $423.62 143 $308,811.01 $60.58 793 $298,811.01 $-1,671,712.25
2022-09-23 00:00:00 SELL $389.63 1 $36,497.41 $0.39 0 $26,497.41 $0.00
2022-09-26 00:00:00 SELL $386.38 2 $6,918.25 $0.77 0 $-3,081.75 $0.00
2022-09-27 00:00:00 SELL $195.62 149 $244,249.34 $29.15 4 $234,249.34 $-1,397,544.87
2022-10-11 00:00:00 SELL $199.30 2 $119,200.92 $0.40 8 $109,200.92 $-139,436.21
2022-10-29 00:00:00 BUY $440.90 146 $151,037.22 $64.37 146 $141,037.22 $-515,729.06
2022-11-02 00:00:00 SELL $463.24 863 $1,144,009.64 $399.78 2,002 $1,134,009.64 $-2,048,740.98
2023-04-03 00:00:00 SELL $107.45 1,057 $1,827,141.87 $113.57 7,569 $1,817,141.87 $-6,119,491.77
2023-05-28 00:00:00 SELL $425.84 2 $6,385.30 $0.85 0 $-3,614.70 $0.00
2023-06-17 00:00:00 BUY $353.67 5 $9,220.04 $1.77 5 $-779.96 $-19,009.02
2023-06-22 00:00:00 BUY $415.92 3 $69,885.82 $1.25 164 $59,885.82 $-71,571.81
2023-06-25 00:00:00 BUY $220.09 191 $140,243.25 $42.04 198 $130,243.25 $-845,532.63
2023-07-21 00:00:00 SELL $109.67 540 $7,352,064.30 $59.22 613 $7,342,064.30 $-9,792,812.87
2023-08-01 00:00:00 SELL $437.58 1,515 $4,171,647.74 $662.93 12,483 $4,161,647.74 $-3,717,139.37
2023-08-04 00:00:00 SELL $69.70 50 $191,392.75 $3.48 21 $181,392.75 $-851,527.62
2023-08-29 00:00:00 SELL $67.08 13 $7,575.93 $0.87 19 $-2,424.07 $-5,642.55
2023-09-20 00:00:00 SELL $104.64 1 $8,224.82 $0.10 0 $-1,775.18 $0.00
2023-10-01 00:00:00 SELL $168.88 1 $192,265.62 $0.17 16 $182,265.62 $-850,289.19
2023-10-13 00:00:00 BUY $447.77 5 $9,582.86 $2.24 5 $-417.14 $-42,677.09
2023-10-23 00:00:00 SELL $429.49 1 $10,990.17 $0.43 0 $990.17 $0.00
2023-10-31 00:00:00 SELL $306.40 62 $533,638.11 $19.00 161 $523,638.11 $-1,597,356.34
2023-12-29 00:00:00 SELL $404.58 15 $17,987.22 $6.07 8 $7,987.22 $-59,273.15
2024-01-30 00:00:00 SELL $344.27 160 $495,704.74 $55.08 31 $485,704.74 $-1,530,765.34
2024-03-16 00:00:00 SELL $92.51 45 $1,117,936.02 $4.16 53 $1,107,936.02 $-2,417,411.12
2024-03-20 00:00:00 BUY $153.53 13 $5,110.69 $2.00 30 $-4,889.31 $-24,471.24
2024-03-21 00:00:00 SELL $214.38 167 $831,278.12 $35.80 128 $821,278.12 $-2,142,037.13
2024-03-29 00:00:00 BUY $91.23 89 $20,659.43 $8.12 103 $10,659.43 $-80,796.63
2024-04-22 00:00:00 SELL $191.58 64 $132,030.21 $12.26 55 $122,030.21 $-1,041,431.91
2024-06-06 00:00:00 SELL $328.08 2,486 $4,577,600.41 $815.61 257 $4,567,600.41 $-6,848,466.60
2024-06-10 00:00:00 SELL $166.77 1,115 $4,503,398.99 $185.95 14 $4,493,398.99 $-7,257,255.24
2024-06-13 00:00:00 SELL $180.91 74 $136,971.42 $13.39 305 $126,971.42 $-311,349.04
2024-07-08 00:00:00 SELL $431.86 108 $71,134.84 $46.64 161 $61,134.84 $-70,253.34
2024-08-06 00:00:00 BUY $101.87 49 $124,908.93 $4.99 54 $114,908.93 $-214,136.82
2024-09-08 00:00:00 BUY $420.72 34 $139,112.49 $14.30 219 $129,112.49 $-409,939.30
2024-10-03 00:00:00 SELL $404.72 199 $211,820.89 $80.54 123 $201,820.89 $-357,763.18
2024-10-13 00:00:00 SELL $418.78 3 $15,497.96 $1.26 5 $5,497.96 $-33,430.54
2024-12-15 00:00:00 BUY $174.37 1,450 $609,571.19 $252.83 1,455 $599,571.19 $-1,915,773.69
2024-12-18 00:00:00 SELL $124.79 73 $618,671.44 $9.11 1,382 $608,671.44 $-2,249,860.00
2025-01-17 00:00:00 SELL $106.20 280 $179,258.18 $29.73 186 $169,258.18 $-1,473,904.21
2025-01-29 00:00:00 BUY $448.31 11 $23,409.70 $4.93 92 $13,409.70 $-57,068.91
2025-03-13 00:00:00 SELL $181.09 4 $5,682.09 $0.72 14 $-4,317.91 $-2,501.28
2025-03-22 00:00:00 SELL $342.22 17 $12,566.17 $5.82 16 $2,566.17 $-28,297.39
2025-03-27 00:00:00 SELL $186.56 1 $6,386.75 $0.19 6 $-3,613.25 $-12,519.44
2025-05-15 00:00:00 BUY $81.55 19 $11,124.53 $1.55 22 $1,124.53 $-37,896.24
2025-05-30 00:00:00 BUY $335.64 2 $5,189.23 $0.67 3 $-4,810.77 $-15,306.22
2025-07-01 00:00:00 SELL $454.44 22,226 $14,490,913.80 $10100.36 1,382 $14,480,913.80 $-19,820,517.11
2025-07-11 00:00:00 SELL $418.20 12 $153,431.14 $5.02 185 $143,431.14 $-424,709.86
2025-07-13 00:00:00 SELL $490.51 49 $134,784.89 $24.04 17 $124,784.89 $-1,024,040.49
SUMMARY (420 total orders) $134,784.89 $55433.34 - $39.52% -

GBPAUD=X

Best: Face The Train ⏰ 1d
PSR
0.760
Sharpe Ratio
0.346
Total Orders
455
Net Profit
46.61%
Average Win
22.06%
Average Loss
-3.66%
Annual Return
46.61%
Max Drawdown
-11.30%
Win Rate
0.2%
Profit/Loss Ratio
6.18
Alpha
-0.081
Beta
1.801
Sortino Ratio
1.145
Total Fees
$2,470.76
Strategy Capacity
$3,820,876
Portfolio Turnover
2.28%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Face The Train 1d 2.481 30.8% -19.2% 0.6% 🏆 BEST
2 Decision Tree 1d 2.440 67.8% -29.5% 0.6%
3 Wheel Strategy 1d 2.407 -11.3% -12.4% 0.6%
4 Russell Rebalancing Strategy 1d 2.360 42.7% -11.8% 0.5%
5 Ais Micro Test Diversity Gap 1d 2.318 42.6% -27.5% 0.6%
6 Donchian Boyt 1d 2.309 45.3% -8.5% 0.6%
7 Trend Risk Protection 1d 2.204 -9.1% -25.7% 0.3%
8 Neural Networks Recurrent Neural 1d 2.193 3.0% -21.8% 0.4%
9 Multi Layer Ema 1d 2.191 34.2% -6.4% 0.6%
10 Buyandhold 1d 2.169 1.7% -20.7% 0.4%
11 Decision Tree 2 1d 2.167 16.7% -8.5% 0.4%
12 Donchian Channels Breakout 1d 1.976 -6.7% -28.2% 0.6%
13 Weekly Breakout 1d 1.957 10.7% -16.9% 0.5%
14 Pullback 1d 1.927 30.2% -16.2% 0.5%
15 Ride The Aggression 1d 1.850 20.7% -5.4% 0.4%
16 Larry Williams 1d 1.763 -1.0% -28.3% 0.3%
17 Counter Punsh 1d 1.755 13.1% -20.3% 0.6%
18 Svm Rnn 1d 1.742 52.0% -8.3% 0.7%
19 Rnn Linear Regression 1d 1.733 43.9% -25.9% 0.3%
20 Mfi 1d 1.707 19.2% -10.3% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-01-15 00:00:00 BUY $163.18 86 $713,272.94 $14.03 155 $703,272.94 $-5,089,979.10
2023-01-20 00:00:00 SELL $179.66 1 $9,291.75 $0.18 0 $-708.25 $0.00
2023-02-28 00:00:00 BUY $337.49 20 $29,518.98 $6.75 25 $19,518.98 $-76,222.01
2023-04-03 00:00:00 SELL $201.33 226 $538,433.62 $45.50 825 $528,433.62 $-1,755,797.34
2023-04-12 00:00:00 SELL $84.66 6 $1,314,323.16 $0.51 14 $1,304,323.16 $-6,253,577.54
2023-04-14 00:00:00 SELL $277.31 6 $78,348.04 $1.66 1 $68,348.04 $-176,675.72
2023-05-16 00:00:00 SELL $217.11 94 $272,441.08 $20.41 59 $262,441.08 $-731,894.00
2023-06-27 00:00:00 SELL $489.88 2 $870,637.05 $0.98 8 $860,637.05 $-4,705,436.49
2023-07-02 00:00:00 SELL $454.39 1 $9,901.74 $0.45 2 $-98.26 $357.15
2023-07-03 00:00:00 SELL $469.18 79 $522,016.71 $37.07 262 $512,016.71 $-2,852,594.48
2023-07-19 00:00:00 SELL $468.33 40 $740,432.35 $18.73 70 $730,432.35 $-3,632,218.28
2023-08-22 00:00:00 SELL $151.28 24 $277,193.68 $3.63 53 $267,193.68 $-1,055,314.71
2023-08-22 00:00:00 SELL $414.03 583 $1,335,451.17 $241.38 344 $1,325,451.17 $-6,335,228.42
2023-09-02 00:00:00 SELL $194.35 5 $812,464.76 $0.97 29 $802,464.76 $-4,874,068.86
2023-09-26 00:00:00 SELL $464.41 103 $1,301,615.16 $47.83 73 $1,291,615.16 $-6,220,860.52
2023-10-15 00:00:00 SELL $254.12 63 $1,109,420.07 $16.01 338 $1,099,420.07 $-6,113,506.91
2023-10-25 00:00:00 SELL $95.70 7 $165,846.89 $0.67 28 $155,846.89 $-480,428.50
2023-10-30 00:00:00 SELL $96.08 8 $63,851.69 $0.77 45 $53,851.69 $-284,643.46
2023-11-13 00:00:00 BUY $170.56 102 $801,022.31 $17.40 105 $791,022.31 $-3,476,959.95
2023-11-20 00:00:00 SELL $302.43 107 $116,147.78 $32.36 89 $106,147.78 $-358,167.41
2023-12-03 00:00:00 SELL $241.65 14 $4,802,836.28 $3.38 49 $4,792,836.28 $-8,421,915.14
2023-12-05 00:00:00 SELL $184.92 1 $644,966.52 $0.18 0 $634,966.52 $0.00
2023-12-16 00:00:00 BUY $162.66 1,397 $553,022.88 $227.24 1,683 $543,022.88 $-5,366,534.58
2023-12-31 00:00:00 SELL $127.65 2 $887,104.69 $0.26 681 $877,104.69 $-5,892,458.15
2024-01-22 00:00:00 BUY $477.65 202 $484,988.60 $96.48 341 $474,988.60 $-2,716,157.07
2024-03-11 00:00:00 SELL $185.07 27 $60,232.71 $5.00 86 $50,232.71 $-257,374.48
2024-03-31 00:00:00 BUY $255.23 212 $537,856.30 $54.11 500 $527,856.30 $-3,236,448.44
2024-04-14 00:00:00 BUY $372.17 243 $245,804.98 $90.44 258 $235,804.98 $-1,226,272.86
2024-05-07 00:00:00 BUY $59.95 117 $28,206.72 $7.01 119 $18,206.72 $-89,825.74
2024-06-19 00:00:00 SELL $456.33 749 $879,886.07 $341.79 76 $869,886.07 $-1,887,216.43
2024-07-25 00:00:00 SELL $171.07 46 $76,685.86 $7.87 7 $66,685.86 $-175,755.53
2024-07-31 00:00:00 SELL $94.41 8 $10,364.90 $0.76 0 $364.90 $0.00
2024-08-19 00:00:00 SELL $149.39 4 $22,645.90 $0.60 1 $12,645.90 $-22,547.62
2024-08-21 00:00:00 SELL $206.36 22 $810,599.53 $4.54 61 $800,599.53 $-3,499,677.94
2024-09-24 00:00:00 BUY $296.00 27 $33,310.61 $7.99 31 $23,310.61 $-56,403.30
2024-10-01 00:00:00 SELL $102.67 11 $4,811,613.39 $1.13 9 $4,801,613.39 $-8,432,832.07
2024-11-20 00:00:00 BUY $291.00 2,971 $2,802,727.95 $864.58 3,024 $2,792,727.95 $-9,943,870.41
2024-11-22 00:00:00 SELL $71.98 4 $1,313,815.73 $0.29 20 $1,303,815.73 $-6,253,323.06
2024-11-29 00:00:00 BUY $173.01 15 $7,054.52 $2.60 26 $-2,945.48 $-10,308.99
2024-12-07 00:00:00 SELL $200.11 3 $998,816.91 $0.60 2 $988,816.91 $-5,867,135.08
2024-12-20 00:00:00 SELL $227.13 7 $82,359.08 $1.59 0 $72,359.08 $0.00
2025-01-15 00:00:00 BUY $329.22 5 $32,132.30 $1.65 28 $22,132.30 $-64,353.00
2025-01-22 00:00:00 SELL $296.85 359 $241,383.15 $106.57 114 $231,383.15 $-1,501,236.33
2025-01-30 00:00:00 SELL $189.84 15 $505,822.62 $2.85 556 $495,822.62 $-3,014,640.01
2025-03-11 00:00:00 BUY $467.78 15 $51,013.99 $7.02 59 $41,013.99 $-109,658.24
2025-05-05 00:00:00 SELL $141.73 19 $678,976.43 $2.69 6 $668,976.43 $-2,699,424.23
2025-06-27 00:00:00 SELL $208.75 45 $159,979.31 $9.39 70 $149,979.31 $-449,213.88
2025-06-28 00:00:00 SELL $147.80 11 $572,275.33 $1.63 11 $562,275.33 $-1,690,685.11
2025-07-15 00:00:00 SELL $397.06 943 $1,116,211.68 $374.43 147 $1,106,211.68 $-6,065,823.80
2025-07-17 00:00:00 SELL $495.58 2 $10,270.71 $0.99 0 $270.71 $0.00
SUMMARY (442 total orders) $10,270.71 $26685.34 - $46.61% -

GBPCAD=X

Best: Confident Trend ⏰ 1d
PSR
0.723
Sharpe Ratio
1.698
Total Orders
210
Net Profit
16.25%
Average Win
23.63%
Average Loss
-2.25%
Annual Return
16.25%
Max Drawdown
-9.31%
Win Rate
0.6%
Profit/Loss Ratio
2.22
Alpha
0.052
Beta
1.121
Sortino Ratio
0.406
Total Fees
$4,030.23
Strategy Capacity
$985,573
Portfolio Turnover
2.17%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Confident Trend 1d 2.495 51.0% -27.8% 0.6% 🏆 BEST
2 Decision Tree 3 1d 2.332 56.8% -29.8% 0.3%
3 Turtle Trading 1d 2.331 29.1% -23.5% 0.4%
4 Svm Rnn 1d 2.320 67.3% -25.9% 0.3%
5 Bollinger Bands 1d 2.312 60.5% -10.0% 0.4%
6 Bullish Engulfing 1d 2.303 40.3% -29.4% 0.7%
7 Support Vector Machines 1d 2.216 25.8% -25.7% 0.6%
8 Decision Tree 2 1d 2.184 40.8% -25.8% 0.7%
9 Mfi 1d 2.106 25.3% -17.0% 0.4%
10 Macd 1d 2.002 -3.9% -28.5% 0.7%
11 Linear Regression 1d 1.987 13.6% -15.4% 0.4%
12 Donchian Boyt 1d 1.958 -14.2% -29.8% 0.7%
13 Decision Tree 1d 1.890 23.7% -11.6% 0.7%
14 Linear Regression Pca 1d 1.877 49.3% -23.4% 0.5%
15 Stan Weinstein 1d 1.875 -11.7% -28.2% 0.6%
16 Rsi 1d 1.706 52.5% -22.9% 0.5%
17 Adx 1d 1.665 9.2% -20.5% 0.6%
18 Stable Mean Revert 1d 1.610 0.2% -10.3% 0.5%
19 Pullback 1d 1.564 -9.7% -18.4% 0.4%
20 Russell Rebalancing Strategy 1d 1.533 -15.1% -17.1% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-02-20 00:00:00 BUY $438.11 6 $9,735.32 $2.63 27 $-264.68 $-19,989.13
2018-03-30 00:00:00 SELL $171.23 8 $36,043.90 $1.37 74 $26,043.90 $-142,165.03
2018-05-23 00:00:00 SELL $221.38 278 $711,867.61 $61.54 163 $701,867.61 $-1,194,808.70
2018-05-24 00:00:00 SELL $133.23 274 $176,424.35 $36.50 113 $166,424.35 $-276,707.48
2018-07-19 00:00:00 SELL $50.09 21 $831,607.80 $1.05 4 $821,607.80 $-1,027,635.53
2018-08-17 00:00:00 SELL $371.69 10 $93,272.03 $3.72 8 $83,272.03 $-160,165.61
2018-12-07 00:00:00 SELL $93.16 11 $25,062.36 $1.02 13 $15,062.36 $-77,912.72
2019-01-10 00:00:00 SELL $323.00 11 $15,245.35 $3.55 8 $5,245.35 $-46,902.88
2019-04-25 00:00:00 BUY $166.33 7 $16,016.56 $1.16 7 $6,016.56 $-18,447.02
2019-05-12 00:00:00 SELL $382.27 3 $22,306.91 $1.15 37 $12,306.91 $-58,777.32
2019-06-27 00:00:00 BUY $52.16 3 $23,041.87 $0.16 12 $13,041.87 $-66,841.23
2019-12-08 00:00:00 SELL $200.54 22 $10,147.22 $4.41 4 $147.22 $-15,311.90
2020-04-12 00:00:00 BUY $160.84 6 $11,015.15 $0.97 6 $1,015.15 $-33,481.63
2020-07-04 00:00:00 BUY $321.83 76 $71,093.28 $24.46 76 $61,093.28 $-138,680.21
2020-08-06 00:00:00 SELL $493.56 766 $467,212.75 $378.07 117 $457,212.75 $-320,827.88
2020-09-03 00:00:00 SELL $304.30 2 $439,004.12 $0.61 121 $429,004.12 $-479,842.94
2021-01-15 00:00:00 BUY $116.45 8 $16,067.70 $0.93 15 $6,067.70 $-52,014.36
2021-02-28 00:00:00 SELL $228.82 7 $23,198.49 $1.60 9 $13,198.49 $-65,407.76
2021-04-12 00:00:00 SELL $422.51 1 $16,086.74 $0.42 1 $6,086.74 $-44,299.21
2021-04-18 00:00:00 BUY $426.99 147 $895,341.89 $62.77 147 $885,341.89 $-582,639.95
2021-04-20 00:00:00 SELL $342.79 8 $10,251.50 $2.74 5 $251.50 $-9,892.92
2021-11-19 00:00:00 BUY $447.18 3 $6,944.97 $1.34 14 $-3,055.03 $-2,337.50
2022-03-09 00:00:00 BUY $420.62 7 $39,595.17 $2.94 42 $29,595.17 $-73,447.49
2022-06-02 00:00:00 BUY $219.06 19 $10,619.20 $4.16 19 $619.20 $-36,397.50
2022-06-17 00:00:00 SELL $52.17 6 $5,588.58 $0.31 18 $-4,411.42 $-10,667.78
2022-08-07 00:00:00 BUY $240.30 27 $64,598.66 $6.49 103 $54,598.66 $-162,847.21
2022-08-23 00:00:00 SELL $320.65 1 $19,615.74 $0.32 0 $9,615.74 $0.00
2022-10-02 00:00:00 BUY $352.42 324 $352,913.55 $114.19 441 $342,913.55 $-223,155.89
2022-12-03 00:00:00 SELL $193.23 14 $18,770.26 $2.71 1 $8,770.26 $-54,499.55
2023-01-21 00:00:00 SELL $81.52 249 $650,384.43 $20.30 441 $640,384.43 $-1,194,945.36
2023-03-21 00:00:00 BUY $201.14 101 $67,068.75 $20.32 101 $57,068.75 $-173,770.74
2023-04-25 00:00:00 BUY $191.69 6 $8,287.84 $1.15 11 $-1,712.16 $-5,339.23
2023-07-15 00:00:00 SELL $248.33 90 $461,331.27 $22.35 31 $451,331.27 $-508,964.50
2023-08-13 00:00:00 SELL $170.43 604 $767,063.20 $102.94 255 $757,063.20 $-984,376.51
2023-09-06 00:00:00 SELL $331.09 23 $44,419.35 $7.62 6 $34,419.35 $-115,212.63
2023-09-22 00:00:00 BUY $478.85 3 $5,794.62 $1.44 15 $-4,205.38 $4,418.08
2023-12-25 00:00:00 SELL $299.15 39 $89,558.84 $11.67 18 $79,558.84 $-157,754.41
2024-04-30 00:00:00 SELL $112.64 14 $21,974.92 $1.58 15 $11,974.92 $-65,401.31
2024-07-17 00:00:00 SELL $487.49 6 $13,541.24 $2.92 13 $3,541.24 $-38,384.29
2024-08-26 00:00:00 SELL $450.43 193 $161,080.03 $86.93 7 $151,080.03 $-243,588.76
2024-09-28 00:00:00 SELL $201.33 57 $47,508.26 $11.48 17 $37,508.26 $-151,413.74
2024-12-18 00:00:00 BUY $166.74 10 $5,275.86 $1.67 24 $-4,724.14 $-5,937.61
2024-12-26 00:00:00 BUY $51.57 161 $43,351.15 $8.30 163 $33,351.15 $-146,430.13
2025-03-08 00:00:00 BUY $338.19 7 $40,604.99 $2.37 24 $30,604.99 $-85,941.08
2025-03-10 00:00:00 SELL $273.78 2 $51,662.54 $0.55 2 $41,662.54 $-154,288.81
2025-03-25 00:00:00 SELL $461.62 2 $20,430.66 $0.92 6 $10,430.66 $-56,457.43
2025-04-20 00:00:00 BUY $496.57 2 $5,739.76 $0.99 26 $-4,260.24 $-2,210.09
2025-05-07 00:00:00 BUY $265.88 6 $21,161.26 $1.60 40 $11,161.26 $-60,690.59
2025-05-23 00:00:00 BUY $419.45 2 $16,855.80 $0.84 2 $6,855.80 $-17,562.03
2025-06-01 00:00:00 SELL $180.96 55 $747,316.83 $9.95 27 $737,316.83 $-1,226,008.45
SUMMARY (189 total orders) $747,316.83 $3658.28 - $16.25% -

CHFJPY=X

Best: Multi Layer Ema ⏰ 1d
PSR
0.401
Sharpe Ratio
0.817
Total Orders
92
Net Profit
46.53%
Average Win
17.42%
Average Loss
-5.87%
Annual Return
46.53%
Max Drawdown
-21.96%
Win Rate
0.5%
Profit/Loss Ratio
5.60
Alpha
-0.028
Beta
0.852
Sortino Ratio
1.609
Total Fees
$4,680.31
Strategy Capacity
$3,724,115
Portfolio Turnover
0.73%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Multi Layer Ema 1d 2.432 32.5% -17.2% 0.4% 🏆 BEST
2 Weekly Breakout 1d 2.370 39.6% -23.7% 0.3%
3 Neural Networks Recurrent Neural 1d 2.312 76.2% -28.6% 0.4%
4 Markov 1d 2.252 57.7% -13.5% 0.4%
5 Stan Weinstein 1d 1.981 39.3% -26.4% 0.5%
6 Linear Regression 1d 1.955 49.5% -22.3% 0.5%
7 Stable Mean Revert 1d 1.948 36.7% -14.4% 0.4%
8 Confident Trend 1d 1.908 51.3% -10.6% 0.5%
9 Counter Punsh 1d 1.870 68.6% -26.8% 0.4%
10 Trend Risk Protection 1d 1.859 24.4% -16.6% 0.4%
11 Long Short Term Memory Neural Network 1d 1.784 46.8% -5.5% 0.3%
12 Turtle Trading 1d 1.742 42.7% -5.3% 0.4%
13 Donchian Channels Breakout 1d 1.666 -13.8% -28.9% 0.5%
14 Linear Regression Pca 1d 1.665 66.3% -20.2% 0.5%
15 Inside Day 1d 1.575 26.0% -22.3% 0.6%
16 Mfi 1d 1.565 71.9% -6.9% 0.4%
17 Donchian Boyt 1d 1.522 5.9% -18.1% 0.5%
18 Buyandhold 1d 1.477 13.3% -19.0% 0.5%
19 Rnn Linear Regression 1d 1.452 21.7% -22.3% 0.7%
20 Decision Tree 1d 1.393 50.2% -11.9% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2011-02-16 00:00:00 BUY $159.63 32 $19,455.10 $5.11 32 $9,455.10 $-50,635.90
2011-07-17 00:00:00 SELL $189.88 7 $20,200.50 $1.33 7 $10,200.50 $-41,027.29
2011-07-19 00:00:00 SELL $491.79 21 $52,577.04 $10.33 25 $42,577.04 $-70,397.96
2011-08-05 00:00:00 SELL $484.86 4 $24,591.82 $1.94 0 $14,591.82 $0.00
2011-09-13 00:00:00 BUY $473.94 6 $14,507.68 $2.84 56 $4,507.68 $-41,561.29
2011-11-02 00:00:00 SELL $409.68 1 $15,747.77 $0.41 1 $5,747.77 $-8,753.40
2011-12-18 00:00:00 SELL $60.92 2 $57,840.72 $0.12 3 $47,840.72 $-82,509.94
2012-07-31 00:00:00 SELL $423.77 14 $31,241.95 $5.93 1 $21,241.95 $-70,989.65
2012-12-24 00:00:00 SELL $99.82 1 $18,606.97 $0.10 0 $8,606.97 $0.00
2013-07-23 00:00:00 SELL $329.48 5 $42,259.78 $1.65 46 $32,259.78 $-67,536.72
2013-09-26 00:00:00 SELL $253.17 1 $22,081.91 $0.25 0 $12,081.91 $0.00
2014-03-25 00:00:00 SELL $404.01 1 $16,255.53 $0.40 1 $6,255.53 $-17,699.21
2014-05-02 00:00:00 SELL $121.68 9 $50,134.09 $1.10 28 $40,134.09 $-89,470.54
2014-11-19 00:00:00 SELL $283.19 9 $17,422.88 $2.55 1 $7,422.88 $-48,054.58
2014-11-24 00:00:00 SELL $142.07 13 $14,815.50 $1.85 0 $4,815.50 $0.00
2014-12-26 00:00:00 SELL $234.67 1 $25,783.37 $0.23 12 $15,783.37 $-68,129.57
2015-06-25 00:00:00 BUY $345.74 11 $12,207.54 $3.80 11 $2,207.54 $-9,108.77
2015-08-04 00:00:00 SELL $190.37 45 $20,803.94 $8.57 12 $10,803.94 $-31,778.41
2015-12-03 00:00:00 SELL $81.32 2 $23,886.62 $0.16 0 $13,886.62 $0.00
2016-06-27 00:00:00 BUY $109.97 38 $11,393.89 $4.18 38 $1,393.89 $-15,879.08
2016-09-17 00:00:00 BUY $279.96 14 $17,354.17 $3.92 50 $7,354.17 $-50,184.36
2017-07-01 00:00:00 BUY $109.71 71 $23,689.74 $7.79 71 $13,689.74 $-63,623.78
2017-07-19 00:00:00 SELL $278.96 31 $20,032.86 $8.65 7 $10,032.86 $-22,284.04
2018-03-07 00:00:00 SELL $383.80 7 $14,514.20 $2.69 4 $4,514.20 $-7,627.89
2018-11-15 00:00:00 SELL $71.39 10 $11,531.12 $0.71 12 $1,531.12 $-17,246.58
2019-02-07 00:00:00 SELL $458.55 3 $56,863.11 $1.38 7 $46,863.11 $-89,667.85
2019-04-02 00:00:00 BUY $158.69 32 $12,246.00 $5.08 57 $2,246.00 $-19,939.22
2020-04-22 00:00:00 BUY $63.47 13 $33,689.34 $0.83 66 $23,689.34 $-77,678.87
2020-05-24 00:00:00 SELL $278.93 39 $34,515.21 $10.88 53 $24,515.21 $-67,084.45
2020-06-30 00:00:00 SELL $121.44 1 $18,872.70 $0.12 14 $8,872.70 $-40,656.26
2020-07-13 00:00:00 SELL $244.66 7 $58,574.05 $1.71 0 $48,574.05 $0.00
2020-10-18 00:00:00 SELL $498.94 6 $10,736.53 $2.99 12 $736.53 $3,735.36
2020-10-30 00:00:00 BUY $334.15 1 $20,469.45 $0.33 13 $10,469.45 $-29,718.80
2021-04-18 00:00:00 SELL $375.48 7 $26,315.44 $2.63 64 $16,315.44 $-55,172.37
2021-05-14 00:00:00 SELL $245.47 1 $31,487.17 $0.25 0 $21,487.17 $0.00
2021-08-05 00:00:00 BUY $275.27 37 $49,040.03 $10.18 37 $39,040.03 $-72,507.75
2021-10-07 00:00:00 BUY $390.93 5 $14,621.66 $1.95 5 $4,621.66 $-16,148.56
2022-02-11 00:00:00 BUY $257.21 11 $21,759.68 $2.83 11 $11,759.68 $-31,567.65
2022-04-14 00:00:00 BUY $341.20 3 $11,830.31 $1.02 11 $1,830.31 $-4,386.33
2023-09-13 00:00:00 BUY $457.03 11 $12,467.40 $5.03 11 $2,467.40 $-43,310.48
2023-10-24 00:00:00 BUY $155.93 3 $25,315.13 $0.47 15 $15,315.13 $-68,606.74
2024-02-28 00:00:00 SELL $480.44 1 $58,320.68 $0.48 2 $48,320.68 $-81,731.83
2024-03-18 00:00:00 BUY $266.73 3 $14,014.51 $0.80 3 $4,014.51 $-5,380.65
2024-04-09 00:00:00 SELL $51.31 11 $18,507.26 $0.56 1 $8,507.26 $-44,559.96
2024-05-28 00:00:00 BUY $82.39 24 $11,155.06 $1.98 33 $1,155.06 $-50,646.38
2024-08-17 00:00:00 SELL $322.58 16 $24,611.19 $5.16 16 $14,611.19 $-55,691.10
2024-09-02 00:00:00 SELL $257.36 20 $57,719.00 $5.15 5 $47,719.00 $-81,405.92
2024-10-26 00:00:00 SELL $486.91 3 $21,492.11 $1.46 4 $11,492.11 $-22,289.11
2024-11-29 00:00:00 BUY $95.17 28 $23,647.93 $2.66 92 $13,647.93 $-70,446.90
2025-07-19 00:00:00 SELL $83.07 1 $14,063.12 $0.08 4 $4,063.12 $-1,919.68
SUMMARY (85 total orders) $14,063.12 $234.58 - $46.53% -

CADJPY=X

Best: Support Vector Machines ⏰ 1d
PSR
0.657
Sharpe Ratio
1.084
Total Orders
198
Net Profit
15.85%
Average Win
17.68%
Average Loss
-6.18%
Annual Return
15.85%
Max Drawdown
-8.94%
Win Rate
0.4%
Profit/Loss Ratio
2.18
Alpha
0.044
Beta
0.920
Sortino Ratio
1.210
Total Fees
$873.62
Strategy Capacity
$110,932
Portfolio Turnover
1.76%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Support Vector Machines 1d 2.468 3.7% -13.3% 0.3% 🏆 BEST
2 Rnn Linear Regression 1d 2.453 40.3% -18.2% 0.6%
3 Trend Risk Protection 1d 2.425 22.3% -10.5% 0.3%
4 Bollinger Bands 1d 2.336 64.1% -18.3% 0.5%
5 Confident Trend 1d 2.331 54.6% -21.9% 0.4%
6 Adx 1d 2.298 31.2% -10.2% 0.6%
7 Crude Oil 1d 2.290 -16.4% -19.3% 0.4%
8 Machine Learning Rsi 1d 2.031 -6.1% -28.9% 0.6%
9 Svm Rnn 1d 2.016 70.1% -14.6% 0.4%
10 Bitcoin 1d 2.015 1.9% -10.2% 0.5%
11 Pullback 1d 1.997 34.3% -6.3% 0.4%
12 Markov 1d 1.885 43.2% -9.4% 0.3%
13 Linear Regression Pca 1d 1.882 20.3% -17.4% 0.5%
14 Decision Tree 1d 1.623 63.1% -20.6% 0.3%
15 Macd 1d 1.578 60.3% -20.8% 0.5%
16 Linear Regression 1d 1.560 51.6% -24.6% 0.3%
17 Larry Williams 1d 1.495 65.3% -23.1% 0.4%
18 Long Short Term Memory Neural Network 1d 1.461 23.0% -5.7% 0.4%
19 Ais Micro Test Diversity Gap 1d 1.433 28.8% -14.8% 0.5%
20 Decision Tree 2 1d 1.430 31.3% -16.8% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-11-25 00:00:00 SELL $416.32 37 $68,189.23 $15.40 45 $58,189.23 $-248,455.94
2019-02-28 00:00:00 SELL $466.86 1 $53,912.67 $0.47 0 $43,912.67 $0.00
2019-04-01 00:00:00 BUY $140.87 24 $15,744.20 $3.38 31 $5,744.20 $-17,813.07
2019-04-23 00:00:00 SELL $274.93 6 $46,256.69 $1.65 37 $36,256.69 $-178,048.68
2019-10-21 00:00:00 SELL $181.47 1 $12,198.64 $0.18 2 $2,198.64 $-11,034.70
2019-11-25 00:00:00 SELL $103.56 76 $48,398.89 $7.87 14 $38,398.89 $-223,346.39
2020-05-01 00:00:00 SELL $481.38 6 $79,631.92 $2.89 16 $69,631.92 $-259,488.26
2020-05-04 00:00:00 SELL $227.99 4 $79,309.77 $0.91 0 $69,309.77 $0.00
2020-05-10 00:00:00 SELL $355.29 1 $9,391.05 $0.36 0 $-608.95 $0.00
2020-05-21 00:00:00 SELL $168.95 63 $56,527.93 $10.64 21 $46,527.93 $-130,455.45
2020-06-13 00:00:00 BUY $69.81 141 $43,151.98 $9.84 141 $33,151.98 $-214,952.84
2020-06-26 00:00:00 SELL $227.71 23 $27,571.30 $5.24 8 $17,571.30 $-35,560.17
2020-09-28 00:00:00 SELL $372.43 23 $76,746.54 $8.57 22 $66,746.54 $-258,996.87
2020-11-25 00:00:00 SELL $143.59 8 $230,504.93 $1.15 85 $220,504.93 $-535,316.24
2020-12-17 00:00:00 BUY $171.76 21 $104,213.05 $3.61 281 $94,213.05 $-414,939.07
2020-12-31 00:00:00 BUY $361.75 40 $62,579.56 $14.47 267 $52,579.56 $-230,264.33
2021-01-18 00:00:00 BUY $214.30 22 $82,645.58 $4.71 27 $72,645.58 $-267,328.75
2021-01-29 00:00:00 BUY $246.29 28 $22,339.15 $6.90 31 $12,339.15 $-22,850.87
2021-03-19 00:00:00 SELL $101.59 3 $35,349.40 $0.30 0 $25,349.40 $0.00
2021-04-24 00:00:00 BUY $65.02 32 $5,714.52 $2.08 38 $-4,285.48 $-1,334.46
2021-08-21 00:00:00 BUY $180.64 19 $77,099.34 $3.43 31 $67,099.34 $-261,590.50
2021-09-23 00:00:00 SELL $375.32 1 $63,672.56 $0.38 0 $53,672.56 $0.00
2021-10-05 00:00:00 SELL $391.71 1 $35,067.34 $0.39 0 $25,067.34 $0.00
2021-10-13 00:00:00 SELL $460.36 2 $29,645.03 $0.92 2 $19,645.03 $-36,461.16
2021-12-30 00:00:00 SELL $157.69 8 $28,266.48 $1.26 1 $18,266.48 $-55,366.66
2022-01-21 00:00:00 SELL $289.55 21 $77,994.72 $6.08 1 $67,994.72 $-241,731.92
2022-02-18 00:00:00 SELL $231.97 36 $146,571.71 $8.35 83 $136,571.71 $-377,547.39
2022-02-26 00:00:00 BUY $498.46 5 $87,364.83 $2.49 5 $77,364.83 $-268,130.19
2022-04-08 00:00:00 SELL $186.47 5 $26,915.07 $0.93 18 $16,915.07 $-74,394.93
2022-04-14 00:00:00 SELL $186.62 2 $80,338.07 $0.37 13 $70,338.07 $-264,764.26
2022-04-20 00:00:00 BUY $403.89 3 $10,182.24 $1.21 7 $182.24 $-3,058.65
2022-04-21 00:00:00 SELL $486.31 16 $64,301.06 $7.78 5 $54,301.06 $-131,571.88
2022-08-21 00:00:00 BUY $348.22 5 $30,846.71 $1.74 9 $20,846.71 $-86,943.68
2022-09-01 00:00:00 BUY $335.55 22 $71,920.21 $7.38 22 $61,920.21 $-227,257.19
2022-10-10 00:00:00 SELL $489.82 7 $13,607.55 $3.43 0 $3,607.55 $0.00
2022-10-21 00:00:00 BUY $390.04 6 $28,843.28 $2.34 8 $18,843.28 $-38,066.44
2023-03-06 00:00:00 SELL $251.13 3 $50,568.52 $0.75 8 $40,568.52 $-222,787.15
2023-04-08 00:00:00 SELL $50.43 80 $53,660.48 $4.03 30 $43,660.48 $-114,069.38
2023-06-07 00:00:00 SELL $90.75 7 $68,229.17 $0.64 4 $58,229.17 $-142,695.04
2023-11-14 00:00:00 SELL $229.34 4 $9,036.11 $0.92 1 $-963.89 $-1,649.11
2024-01-22 00:00:00 SELL $442.28 2 $188,548.12 $0.88 5 $178,548.12 $-339,804.80
2024-02-20 00:00:00 SELL $360.21 10 $29,434.86 $3.60 6 $19,434.86 $-39,025.52
2024-04-07 00:00:00 SELL $359.30 77 $57,409.48 $27.67 8 $47,409.48 $-104,936.39
2024-04-23 00:00:00 SELL $143.69 28 $138,229.09 $4.02 119 $128,229.09 $-379,701.73
2024-06-11 00:00:00 BUY $486.04 19 $29,771.06 $9.23 85 $19,771.06 $-57,262.22
2024-06-29 00:00:00 SELL $52.25 6 $57,975.22 $0.31 1 $47,975.22 $-207,128.70
2024-09-29 00:00:00 BUY $376.83 5 $29,580.29 $1.88 12 $19,580.29 $-73,229.42
2025-02-27 00:00:00 SELL $89.07 30 $18,318.32 $2.67 25 $8,318.32 $-27,210.23
2025-04-16 00:00:00 BUY $181.67 53 $40,536.58 $9.63 90 $30,536.58 $-198,817.68
2025-05-01 00:00:00 SELL $282.02 53 $39,015.15 $14.95 66 $29,015.15 $-79,962.90
SUMMARY (190 total orders) $39,015.15 $1471.07 - $15.85% -

NZDJPY=X

Best: Larry Williams ⏰ 1d
PSR
0.679
Sharpe Ratio
1.717
Total Orders
363
Net Profit
21.38%
Average Win
17.44%
Average Loss
-5.14%
Annual Return
21.38%
Max Drawdown
-22.28%
Win Rate
0.4%
Profit/Loss Ratio
4.46
Alpha
-0.050
Beta
0.933
Sortino Ratio
1.762
Total Fees
$4,411.00
Strategy Capacity
$3,098,489
Portfolio Turnover
2.28%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Larry Williams 1d 2.451 64.8% -10.7% 0.7% 🏆 BEST
2 Long Short Term Memory Neural Network 1d 2.446 -19.8% -22.7% 0.6%
3 Stan Weinstein 1d 2.392 27.1% -13.3% 0.5%
4 Adx 1d 2.320 9.9% -6.2% 0.5%
5 Lazy Trend Follower 1d 2.266 55.3% -28.3% 0.3%
6 Ais Micro Test Diversity Gap 1d 2.262 -0.9% -20.1% 0.6%
7 Decision Tree 2 1d 2.237 36.3% -23.1% 0.4%
8 Macd 1d 2.232 16.5% -11.2% 0.6%
9 Improved Index Trend 1d 2.181 50.8% -10.1% 0.7%
10 Ride The Aggression 1d 2.089 64.8% -14.0% 0.4%
11 Machine Learning Rsi 1d 2.030 -14.0% -26.4% 0.6%
12 Bitcoin 1d 2.024 21.1% -16.6% 0.4%
13 Wheel Strategy 1d 1.769 79.5% -23.6% 0.4%
14 Buyandhold 1d 1.768 78.7% -22.4% 0.5%
15 Linear Regression 1d 1.766 29.4% -12.7% 0.7%
16 Face The Train 1d 1.692 21.1% -17.0% 0.7%
17 Multi Layer Ema 1d 1.618 18.8% -17.0% 0.6%
18 Donchian Channels Breakout 1d 1.456 33.9% -21.8% 0.4%
19 Confident Trend 1d 1.375 74.3% -17.4% 0.6%
20 Mfi 1d 1.346 63.9% -26.3% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-10-25 00:00:00 SELL $287.81 31 $408,685.26 $8.92 7 $398,685.26 $-1,499,381.84
2021-11-04 00:00:00 SELL $78.76 4 $8,549.04 $0.32 0 $-1,450.96 $0.00
2021-11-07 00:00:00 SELL $223.28 30 $215,790.44 $6.70 1 $205,790.44 $-416,294.22
2021-11-26 00:00:00 SELL $76.74 4 $241,779.05 $0.31 13 $231,779.05 $-470,753.30
2022-02-17 00:00:00 BUY $482.06 46 $388,092.53 $22.17 181 $378,092.53 $-651,211.30
2022-02-24 00:00:00 SELL $475.63 9 $347,160.83 $4.28 1 $337,160.83 $-670,651.01
2022-06-23 00:00:00 BUY $81.75 1,750 $506,450.73 $143.07 1,937 $496,450.73 $-2,475,537.92
2022-07-07 00:00:00 BUY $299.71 660 $676,267.60 $197.81 981 $666,267.60 $-2,681,380.70
2022-07-08 00:00:00 SELL $474.19 5 $9,228.75 $2.37 2 $-771.25 $-18,011.88
2022-08-03 00:00:00 SELL $421.86 46 $63,938.81 $19.41 72 $53,938.81 $-192,519.64
2022-10-15 00:00:00 BUY $433.02 31 $681,353.19 $13.42 1,443 $671,353.19 $-2,337,121.07
2022-12-09 00:00:00 BUY $296.35 38 $44,664.25 $11.26 144 $34,664.25 $-211,813.17
2023-01-03 00:00:00 SELL $356.54 32 $24,204.61 $11.41 3 $14,204.61 $-73,051.47
2023-01-12 00:00:00 SELL $205.89 130 $1,334,204.86 $26.77 12 $1,324,204.86 $-3,316,867.77
2023-01-17 00:00:00 SELL $83.77 4 $6,462.46 $0.34 2 $-3,537.54 $-13,418.31
2023-02-19 00:00:00 SELL $149.48 1 $776,114.06 $0.15 12 $766,114.06 $-1,713,429.28
2023-02-23 00:00:00 SELL $243.47 4 $714,618.09 $0.97 2 $704,618.09 $-1,658,032.75
2023-03-16 00:00:00 SELL $64.00 1 $714,899.15 $0.06 0 $704,899.15 $0.00
2023-04-13 00:00:00 BUY $257.80 536 $703,964.42 $138.18 536 $693,964.42 $-1,967,002.05
2023-05-09 00:00:00 SELL $122.42 57 $342,884.42 $6.98 10 $332,884.42 $-669,902.44
2023-05-09 00:00:00 SELL $496.04 1 $915,154.79 $0.50 0 $905,154.79 $0.00
2023-06-03 00:00:00 SELL $265.48 42 $845,397.08 $11.15 222 $835,397.08 $-1,901,392.70
2023-06-16 00:00:00 SELL $95.44 5 $35,537.25 $0.48 3 $25,537.25 $-82,590.27
2023-07-17 00:00:00 SELL $109.85 1 $347,270.57 $0.11 0 $337,270.57 $0.00
2023-09-21 00:00:00 SELL $192.09 1 $38,882.15 $0.19 2 $28,882.15 $-104,956.21
2023-12-30 00:00:00 SELL $102.34 1 $5,340.98 $0.10 8 $-4,659.02 $-9,231.50
2024-02-14 00:00:00 BUY $218.60 10 $12,008.48 $2.19 14 $2,008.48 $-40,912.98
2024-02-14 00:00:00 SELL $183.18 11 $713,645.18 $2.01 6 $703,645.18 $-1,657,420.61
2024-02-24 00:00:00 BUY $413.99 11 $12,242.79 $4.55 19 $2,242.79 $-42,618.39
2024-05-24 00:00:00 SELL $443.45 12 $18,009.35 $5.32 8 $8,009.35 $-65,376.25
2024-05-27 00:00:00 SELL $169.17 220 $317,045.51 $37.22 604 $307,045.51 $-636,286.94
2024-06-05 00:00:00 SELL $350.86 17 $22,557.56 $5.96 39 $12,557.56 $-69,192.94
2024-07-16 00:00:00 SELL $159.67 14 $31,512.88 $2.24 48 $21,512.88 $-149,425.22
2024-07-16 00:00:00 SELL $294.37 223 $575,636.18 $65.64 282 $565,636.18 $-859,367.48
2024-07-28 00:00:00 SELL $80.75 4 $6,776.06 $0.32 3 $-3,223.94 $-4,661.32
2024-08-02 00:00:00 SELL $355.78 7 $18,418.73 $2.49 0 $8,418.73 $0.00
2024-08-09 00:00:00 BUY $429.74 22 $29,418.36 $9.45 24 $19,418.36 $-95,026.55
2024-08-10 00:00:00 SELL $113.16 6 $8,382.08 $0.68 3 $-1,617.92 $-21,600.72
2024-08-21 00:00:00 SELL $442.67 1 $9,723.58 $0.44 0 $-276.42 $0.00
2024-09-10 00:00:00 BUY $252.90 515 $1,141,539.09 $130.25 767 $1,131,539.09 $-3,187,587.59
2024-12-29 00:00:00 SELL $434.64 16 $13,893.07 $6.95 4 $3,893.07 $-31,209.92
2025-01-03 00:00:00 SELL $439.95 12 $27,556.35 $5.28 75 $17,556.35 $-112,046.99
2025-01-15 00:00:00 SELL $180.03 13 $914,659.24 $2.34 1 $904,659.24 $-1,960,148.27
2025-01-16 00:00:00 SELL $373.91 7 $83,999.89 $2.62 0 $73,999.89 $0.00
2025-03-07 00:00:00 SELL $74.87 18 $8,144.75 $1.35 12 $-1,855.25 $-30,852.34
2025-03-23 00:00:00 BUY $259.42 40 $331,438.04 $10.38 945 $321,438.04 $-1,245,871.31
2025-04-02 00:00:00 SELL $360.62 674 $1,307,465.75 $243.06 142 $1,297,465.75 $-3,268,130.26
2025-05-08 00:00:00 BUY $370.66 1 $6,718.98 $0.37 1 $-3,281.02 $-13,215.20
2025-06-03 00:00:00 SELL $164.37 15 $649,661.33 $2.47 187 $639,661.33 $-2,603,156.80
2025-06-14 00:00:00 SELL $61.53 67 $201,259.99 $4.12 54 $191,259.99 $-413,194.73
SUMMARY (342 total orders) $201,259.99 $8773.60 - $21.38% -

AUDCAD=X

Best: Bitcoin ⏰ 1d
PSR
0.569
Sharpe Ratio
0.919
Total Orders
283
Net Profit
36.04%
Average Win
25.43%
Average Loss
-4.32%
Annual Return
36.04%
Max Drawdown
-11.78%
Win Rate
0.5%
Profit/Loss Ratio
5.70
Alpha
0.189
Beta
1.436
Sortino Ratio
0.602
Total Fees
$3,034.21
Strategy Capacity
$2,031,054
Portfolio Turnover
0.86%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bitcoin 1d 2.487 63.9% -8.7% 0.6% 🏆 BEST
2 Neural Networks Recurrent Neural 1d 2.402 44.5% -5.2% 0.5%
3 Rnn Linear Regression 1d 2.383 22.7% -11.0% 0.6%
4 Lazy Trend Follower 1d 2.364 26.3% -28.7% 0.3%
5 Russell Rebalancing Strategy 1d 2.130 32.6% -26.1% 0.6%
6 Buyandhold 1d 2.020 -17.3% -15.7% 0.5%
7 Svm Rnn 1d 1.950 -10.6% -20.2% 0.4%
8 Linear Regression Pca 1d 1.916 63.2% -22.6% 0.4%
9 Face The Train 1d 1.817 1.5% -26.0% 0.6%
10 Decision Tree 1d 1.779 39.4% -20.9% 0.6%
11 Ride The Aggression 1d 1.661 50.6% -26.7% 0.7%
12 Stan Weinstein 1d 1.591 -5.4% -19.0% 0.6%
13 Bullish Engulfing 1d 1.566 49.9% -26.1% 0.6%
14 Support Vector Machines 1d 1.459 13.2% -21.3% 0.5%
15 Pullback 1d 1.455 65.1% -8.8% 0.4%
16 Wheel Strategy 1d 1.450 74.5% -18.6% 0.5%
17 Mfi 1d 1.406 -5.4% -11.1% 0.6%
18 Turtle Trading 1d 1.325 10.5% -15.3% 0.3%
19 Confident Trend 1d 1.290 -8.8% -5.7% 0.7%
20 Machine Learning Rsi 1d 1.223 31.6% -16.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-08-12 00:00:00 SELL $360.48 7,827 $7,339,782.65 $2821.45 1,828 $7,329,782.65 $-18,862,999.96
2020-09-15 00:00:00 SELL $391.34 34 $116,332.43 $13.31 94 $106,332.43 $-77,207.93
2020-09-21 00:00:00 SELL $484.38 858 $2,206,967.65 $415.59 253 $2,196,967.65 $-3,583,143.99
2020-11-20 00:00:00 BUY $475.54 891 $1,055,564.09 $423.71 2,961 $1,045,564.09 $-3,483,882.00
2021-01-04 00:00:00 SELL $149.53 2,523 $2,059,846.34 $377.26 104 $2,049,846.34 $-3,391,905.34
2021-05-02 00:00:00 BUY $242.62 348 $197,517.36 $84.43 796 $187,517.36 $-195,586.49
2021-06-12 00:00:00 BUY $134.38 1,605 $842,981.10 $215.68 1,785 $832,981.10 $-2,663,590.02
2021-10-14 00:00:00 SELL $340.54 94 $5,202,558.04 $32.01 464 $5,192,558.04 $-17,345,875.10
2021-10-15 00:00:00 BUY $438.57 336 $883,015.53 $147.36 336 $873,015.53 $-1,493,627.06
2021-11-11 00:00:00 BUY $103.80 3,300 $1,148,522.38 $342.53 10,911 $1,138,522.38 $-5,712,388.81
2021-11-18 00:00:00 SELL $426.03 22 $50,011.73 $9.37 2 $40,011.73 $-30,592.47
2021-12-17 00:00:00 SELL $172.24 3 $22,062.41 $0.52 3 $12,062.41 $-11,159.92
2022-01-30 00:00:00 BUY $139.89 6,754 $3,523,700.13 $944.79 6,754 $3,513,700.13 $-13,478,638.31
2022-04-22 00:00:00 BUY $52.33 97 $12,468.67 $5.08 132 $2,468.67 $-9,557.59
2022-04-25 00:00:00 SELL $105.06 375 $2,124,272.49 $39.40 27 $2,114,272.49 $-4,131,162.11
2022-06-05 00:00:00 SELL $119.10 6,126 $8,481,042.43 $729.60 30,069 $8,471,042.43 $-18,139,294.08
2022-06-12 00:00:00 BUY $389.01 198 $321,237.09 $77.02 198 $311,237.09 $-126,029.03
2022-08-13 00:00:00 SELL $334.89 467 $2,022,667.65 $156.39 557 $2,012,667.65 $-3,947,467.06
2022-10-23 00:00:00 BUY $218.64 31 $26,354.61 $6.78 111 $16,354.61 $-24,251.13
2022-11-17 00:00:00 SELL $303.82 609 $5,038,730.78 $185.02 15 $5,028,730.78 $-9,580,056.97
2023-01-11 00:00:00 SELL $361.05 4 $10,085.21 $1.44 0 $85.21 $0.00
2023-02-19 00:00:00 BUY $246.39 382 $664,355.50 $94.12 1,743 $654,355.50 $-1,875,320.16
2023-03-04 00:00:00 BUY $334.61 37 $97,888.48 $12.38 417 $87,888.48 $-9,590.37
2023-03-09 00:00:00 SELL $447.18 121 $5,023,345.57 $54.11 14 $5,013,345.57 $-10,935,475.11
2023-03-29 00:00:00 SELL $250.90 8 $273,382.86 $2.01 17 $263,382.86 $-157,238.92
2023-05-07 00:00:00 BUY $140.83 489 $2,059,878.51 $68.87 489 $2,049,878.51 $-4,065,133.42
2023-05-18 00:00:00 SELL $276.30 161 $7,703,506.60 $44.48 989 $7,693,506.60 $-19,248,690.41
2023-06-14 00:00:00 SELL $73.99 2,273 $3,097,113.14 $168.18 1,257 $3,087,113.14 $-7,918,400.30
2023-06-22 00:00:00 BUY $490.75 17 $38,710.80 $8.34 29 $28,710.80 $-8,870.01
2023-07-02 00:00:00 SELL $443.34 3 $8,393.39 $1.33 45 $-1,606.61 $15,577.07
2023-07-07 00:00:00 BUY $92.79 372 $448,060.88 $34.52 448 $438,060.88 $-844,856.98
2023-08-08 00:00:00 BUY $104.54 3,319 $3,272,824.72 $346.96 3,376 $3,262,824.72 $-7,658,480.35
2023-11-02 00:00:00 BUY $100.19 43 $29,469.34 $4.31 141 $19,469.34 $-46,465.39
2023-11-04 00:00:00 BUY $244.12 445 $282,032.42 $108.63 448 $272,032.42 $-170,711.26
2023-12-07 00:00:00 SELL $249.33 35 $812,018.48 $8.73 607 $802,018.48 $-1,489,645.24
2024-03-09 00:00:00 BUY $84.65 229 $50,896.54 $19.38 229 $40,896.54 $-55,981.40
2024-08-12 00:00:00 SELL $244.79 13 $5,041,909.82 $3.18 2 $5,031,909.82 $-9,584,124.66
2024-08-26 00:00:00 BUY $468.12 305 $488,298.70 $142.78 313 $478,298.70 $-441,240.34
2024-08-30 00:00:00 SELL $140.81 151 $535,033.91 $21.26 110 $525,033.91 $-715,049.92
2024-09-29 00:00:00 SELL $151.19 128 $50,966.94 $19.35 320 $40,966.94 $-65,614.24
2024-11-08 00:00:00 SELL $198.21 478 $473,642.63 $94.75 98 $463,642.63 $-867,000.76
2024-12-11 00:00:00 BUY $452.26 6 $33,139.19 $2.71 80 $23,139.19 $-9,625.28
2024-12-21 00:00:00 SELL $227.84 320 $520,897.86 $72.91 128 $510,897.86 $-891,779.43
2025-01-25 00:00:00 SELL $436.29 1,200 $3,620,136.56 $523.55 57 $3,610,136.56 $-7,986,535.47
2025-02-21 00:00:00 BUY $226.17 2 $22,585.72 $0.45 2 $12,585.72 $-9,284.37
2025-03-22 00:00:00 SELL $477.03 418 $4,969,290.57 $199.40 135 $4,959,290.57 $-10,877,336.89
2025-05-15 00:00:00 SELL $450.51 2,402 $1,635,395.32 $1082.11 2,727 $1,625,395.32 $-2,178,927.83
2025-06-02 00:00:00 SELL $432.78 10 $398,337.12 $4.33 0 $388,337.12 $0.00
2025-07-01 00:00:00 SELL $347.76 220 $5,942,284.92 $76.51 92 $5,932,284.92 $-15,758,231.39
2025-07-21 00:00:00 SELL $221.33 3,301 $4,378,419.71 $730.62 1,460 $4,368,419.71 $-8,764,930.11
SUMMARY (271 total orders) $4,378,419.71 $67768.24 - $36.04% -

AUDCHF=X

Best: Improved Index Trend ⏰ 1d
PSR
0.879
Sharpe Ratio
1.628
Total Orders
444
Net Profit
28.67%
Average Win
22.07%
Average Loss
-5.50%
Annual Return
28.67%
Max Drawdown
-17.30%
Win Rate
0.5%
Profit/Loss Ratio
5.25
Alpha
0.109
Beta
0.939
Sortino Ratio
0.976
Total Fees
$1,001.46
Strategy Capacity
$1,778,158
Portfolio Turnover
1.41%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Improved Index Trend 1d 2.474 53.8% -11.9% 0.4% 🏆 BEST
2 Donchian Channels Breakout 1d 2.470 -14.1% -15.9% 0.6%
3 Markov 1d 2.415 -10.1% -9.4% 0.3%
4 Machine Learning Rsi 1d 2.369 0.4% -19.7% 0.6%
5 Rnn Linear Regression 1d 2.266 11.3% -17.4% 0.6%
6 Wheel Strategy 1d 2.203 76.9% -17.0% 0.5%
7 Donchian Boyt 1d 2.185 39.6% -16.6% 0.4%
8 Support Vector Machines 1d 2.118 46.1% -13.5% 0.3%
9 Larry Williams 1d 1.939 -12.4% -21.4% 0.5%
10 Bitcoin 1d 1.730 34.7% -9.0% 0.3%
11 Adx 1d 1.710 40.6% -5.2% 0.6%
12 Stable Mean Revert 1d 1.639 21.9% -29.2% 0.7%
13 Turtle Trading 1d 1.628 29.8% -25.9% 0.3%
14 Decision Tree 3 1d 1.559 40.1% -28.0% 0.3%
15 Rsi 1d 1.554 74.3% -12.7% 0.6%
16 Russell Rebalancing Strategy 1d 1.549 1.7% -15.6% 0.4%
17 Inside Day 1d 1.541 38.9% -20.0% 0.3%
18 Counter Punsh 1d 1.469 46.7% -28.0% 0.4%
19 Ride The Aggression 1d 1.432 -9.4% -24.3% 0.3%
20 Multi Layer Ema 1d 1.337 53.1% -14.8% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-07-08 00:00:00 SELL $82.86 35 $335,188.82 $2.90 37 $325,188.82 $-529,239.79
2022-07-12 00:00:00 SELL $455.45 21 $276,090.54 $9.56 451 $266,090.54 $-1,163,989.66
2022-09-18 00:00:00 SELL $230.28 325 $741,354.13 $74.84 163 $731,354.13 $-2,077,562.32
2022-09-21 00:00:00 BUY $74.46 15 $5,122.57 $1.12 18 $-4,877.43 $-8,110.40
2022-09-27 00:00:00 BUY $450.42 6 $29,140.34 $2.70 19 $19,140.34 $-37,708.05
2022-12-17 00:00:00 BUY $179.37 14 $33,558.61 $2.51 55 $23,558.61 $-73,089.67
2022-12-22 00:00:00 SELL $106.45 23 $529,501.83 $2.45 4 $519,501.83 $-1,008,025.39
2023-03-12 00:00:00 SELL $205.12 502 $1,340,111.57 $102.97 383 $1,330,111.57 $-4,861,929.32
2023-03-20 00:00:00 BUY $473.65 433 $1,071,737.22 $205.09 1,020 $1,061,737.22 $-8,336,297.45
2023-05-06 00:00:00 BUY $66.62 1,226 $695,786.41 $81.67 1,244 $685,786.41 $-2,039,857.91
2023-07-01 00:00:00 SELL $464.73 7 $8,756.90 $3.25 5 $-1,243.10 $-14,073.15
2023-07-08 00:00:00 SELL $248.36 19 $1,636,155.35 $4.72 16 $1,626,155.35 $-3,920,333.96
2023-07-24 00:00:00 SELL $250.82 310 $384,008.63 $77.75 225 $374,008.63 $-649,479.73
2023-09-16 00:00:00 BUY $149.98 92 $158,314.52 $13.80 102 $148,314.52 $-315,312.69
2023-10-04 00:00:00 SELL $60.00 94 $1,476,444.17 $5.64 39 $1,466,444.17 $-9,294,656.26
2023-11-26 00:00:00 SELL $289.64 14 $291,965.72 $4.05 3 $281,965.72 $-448,612.79
2023-12-13 00:00:00 SELL $314.76 2 $1,391,868.24 $0.63 0 $1,381,868.24 $0.00
2023-12-24 00:00:00 BUY $147.74 15 $1,629,149.15 $2.22 44 $1,619,149.15 $-3,915,591.21
2024-01-16 00:00:00 SELL $138.83 86 $753,281.18 $11.94 77 $743,281.18 $-2,104,409.02
2024-01-18 00:00:00 BUY $210.52 63 $2,070,390.35 $13.26 154 $2,060,390.35 $-12,285,453.06
2024-02-05 00:00:00 SELL $344.74 1 $1,642,895.93 $0.34 7 $1,632,895.93 $-6,907,181.25
2024-02-24 00:00:00 BUY $324.61 31 $266,535.57 $10.06 472 $256,535.57 $-1,206,118.46
2024-03-24 00:00:00 BUY $295.45 207 $1,237,244.89 $61.16 885 $1,227,244.89 $-4,617,858.01
2024-04-03 00:00:00 SELL $211.71 452 $1,164,328.06 $95.69 408 $1,154,328.06 $-2,926,031.13
2024-04-16 00:00:00 SELL $499.60 3 $293,463.02 $1.50 0 $283,463.02 $0.00
2024-05-14 00:00:00 SELL $291.88 476 $280,566.20 $138.94 35 $270,566.20 $-430,063.40
2024-05-25 00:00:00 SELL $319.32 1 $29,650.28 $0.32 4 $19,650.28 $-53,707.94
2024-06-11 00:00:00 BUY $463.67 1,041 $1,370,298.82 $482.68 1,086 $1,360,298.82 $-9,355,572.68
2024-06-23 00:00:00 SELL $225.69 1 $7,151.33 $0.23 0 $-2,848.67 $0.00
2024-07-02 00:00:00 BUY $412.46 94 $310,559.29 $38.77 166 $300,559.29 $-1,327,883.05
2024-07-12 00:00:00 BUY $174.00 931 $1,039,791.22 $162.00 1,623 $1,029,791.22 $-6,465,192.79
2024-07-15 00:00:00 SELL $448.30 16 $31,845.58 $7.17 13 $21,845.58 $-40,438.16
2024-08-22 00:00:00 SELL $227.41 56 $330,082.08 $12.73 44 $320,082.08 $-788,463.13
2024-09-02 00:00:00 BUY $168.92 1,077 $1,032,655.89 $181.93 2,946 $1,022,655.89 $-7,151,639.14
2024-09-24 00:00:00 SELL $98.83 17 $368,188.40 $1.68 27 $358,188.40 $-1,366,730.87
2024-10-05 00:00:00 BUY $430.66 1,181 $1,365,430.54 $508.61 1,203 $1,355,430.54 $-7,439,597.31
2024-10-22 00:00:00 SELL $408.40 5 $14,826.51 $2.04 0 $4,826.51 $0.00
2024-11-14 00:00:00 SELL $374.32 297 $1,595,307.97 $111.17 235 $1,585,307.97 $-3,988,687.72
2024-11-22 00:00:00 BUY $376.02 29 $87,901.52 $10.90 123 $77,901.52 $-214,541.13
2025-01-03 00:00:00 BUY $184.88 393 $1,328,004.14 $72.66 394 $1,318,004.14 $-6,412,375.48
2025-01-11 00:00:00 SELL $423.96 18 $68,278.23 $7.63 11 $58,278.23 $-131,143.67
2025-01-22 00:00:00 SELL $471.85 206 $1,933,221.57 $97.20 101 $1,923,221.57 $-7,783,549.09
2025-02-19 00:00:00 SELL $89.52 345 $1,182,034.99 $30.88 1,054 $1,172,034.99 $-6,390,865.56
2025-02-22 00:00:00 SELL $443.95 17 $14,245.43 $7.55 2 $4,245.43 $-19,779.08
2025-03-04 00:00:00 BUY $409.76 1 $6,837.98 $0.41 1 $-3,162.02 $-12,202.19
2025-05-05 00:00:00 BUY $318.41 1 $9,681.28 $0.32 1 $-318.72 $318.41
2025-06-13 00:00:00 SELL $413.77 631 $1,489,451.52 $261.09 2 $1,479,451.52 $-9,102,167.14
2025-06-27 00:00:00 SELL $453.08 30 $1,890,504.28 $13.59 86 $1,880,504.28 $-12,654,183.89
2025-07-18 00:00:00 SELL $92.84 18 $336,858.23 $1.67 19 $326,858.23 $-530,541.65
2025-07-22 00:00:00 SELL $307.54 456 $1,416,263.48 $140.24 205 $1,406,263.48 $-5,287,742.97
SUMMARY (424 total orders) $1,416,263.48 $27499.31 - $28.67% -

CADCHF=X

Best: Stable Mean Revert ⏰ 1d
PSR
0.860
Sharpe Ratio
1.571
Total Orders
226
Net Profit
33.09%
Average Win
24.47%
Average Loss
-4.33%
Annual Return
33.09%
Max Drawdown
-24.14%
Win Rate
0.6%
Profit/Loss Ratio
2.92
Alpha
-0.056
Beta
1.647
Sortino Ratio
1.710
Total Fees
$2,115.90
Strategy Capacity
$1,878,574
Portfolio Turnover
2.23%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Stable Mean Revert 1d 2.474 38.0% -24.0% 0.4% 🏆 BEST
2 Decision Tree 2 1d 2.354 7.2% -13.1% 0.4%
3 Ride The Aggression 1d 2.339 44.5% -8.1% 0.5%
4 Markov 1d 2.139 -1.6% -22.7% 0.6%
5 Bollinger Bands 1d 2.138 52.5% -29.5% 0.4%
6 Machine Learning Rsi 1d 1.934 70.1% -15.6% 0.3%
7 Stan Weinstein 1d 1.912 9.1% -13.4% 0.4%
8 Counter Punsh 1d 1.886 2.1% -22.1% 0.6%
9 Rnn Linear Regression 1d 1.877 42.0% -10.9% 0.6%
10 Mfi 1d 1.768 -12.9% -29.1% 0.5%
11 Turtle Trading 1d 1.678 24.3% -24.7% 0.3%
12 Linear Regression 1d 1.647 53.1% -11.4% 0.6%
13 Macd 1d 1.605 -17.6% -27.4% 0.6%
14 Rsi 1d 1.590 12.8% -6.0% 0.4%
15 Linear Regression Pca 1d 1.587 20.9% -24.9% 0.6%
16 Bullish Engulfing 1d 1.336 44.6% -26.8% 0.7%
17 Buyandhold 1d 1.249 56.1% -11.0% 0.7%
18 Support Vector Machines 1d 1.171 26.0% -11.2% 0.4%
19 Improved Index Trend 1d 1.159 45.8% -24.1% 0.7%
20 Weekly Breakout 1d 1.141 50.4% -16.6% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-10-26 00:00:00 SELL $162.89 66 $288,790.95 $10.75 89 $278,790.95 $-661,168.80
2020-11-13 00:00:00 SELL $430.98 14 $18,783.40 $6.03 9 $8,783.40 $-51,173.83
2021-02-02 00:00:00 SELL $478.39 3 $12,012.70 $1.44 2 $2,012.70 $-34,140.09
2021-02-12 00:00:00 SELL $229.88 53 $28,443.99 $12.18 101 $18,443.99 $-80,383.50
2021-03-26 00:00:00 BUY $455.38 2 $9,784.97 $0.91 2 $-215.03 $-27,446.40
2021-03-28 00:00:00 BUY $262.36 5 $6,355.78 $1.31 25 $-3,644.22 $-20,486.30
2021-03-28 00:00:00 BUY $328.77 75 $161,520.80 $24.66 420 $151,520.80 $-836,337.09
2021-04-20 00:00:00 SELL $484.81 2 $12,981.34 $0.97 0 $2,981.34 $0.00
2021-05-02 00:00:00 BUY $85.71 16 $12,196.02 $1.37 48 $2,196.02 $-69,898.06
2021-07-08 00:00:00 BUY $276.22 13 $12,174.43 $3.59 17 $2,174.43 $-43,106.60
2021-08-05 00:00:00 SELL $203.88 5 $10,332.11 $1.02 2 $332.11 $-23,977.01
2021-11-21 00:00:00 BUY $261.73 154 $293,881.18 $40.31 165 $283,881.18 $-955,892.73
2021-12-07 00:00:00 BUY $479.99 7 $8,228.76 $3.36 7 $-1,771.24 $-7,239.56
2022-05-03 00:00:00 SELL $202.49 3 $8,498.78 $0.61 0 $-1,501.22 $0.00
2022-06-22 00:00:00 SELL $95.31 3 $7,997.30 $0.29 2 $-2,002.70 $-17,450.45
2022-08-10 00:00:00 BUY $468.07 1 $9,531.46 $0.47 1 $-468.54 $468.07
2022-08-27 00:00:00 SELL $230.84 6 $11,065.35 $1.39 15 $1,065.35 $-43,158.96
2022-09-19 00:00:00 BUY $340.85 3 $5,576.53 $1.02 12 $-4,423.47 $-11,761.64
2022-09-23 00:00:00 SELL $259.52 43 $59,324.11 $11.16 0 $49,324.11 $0.00
2022-09-28 00:00:00 BUY $372.48 4 $7,007.38 $1.49 4 $-2,992.62 $-16,256.47
2022-11-22 00:00:00 BUY $239.28 26 $49,887.07 $6.22 47 $39,887.07 $-95,720.52
2023-02-03 00:00:00 SELL $431.08 2 $8,711.76 $0.86 15 $-1,288.24 $-3,798.49
2023-03-23 00:00:00 SELL $160.26 14 $251,295.97 $2.24 65 $241,295.97 $-788,498.51
2023-04-18 00:00:00 SELL $244.81 1 $72,137.30 $0.24 20 $62,137.30 $-172,688.52
2023-07-20 00:00:00 SELL $378.43 233 $177,923.58 $88.17 386 $167,923.58 $-234,869.97
2023-07-22 00:00:00 BUY $357.28 29 $261,002.84 $10.36 54 $251,002.84 $-757,324.72
2023-08-17 00:00:00 SELL $328.57 5 $79,046.64 $1.64 8 $69,046.64 $-187,420.91
2023-11-09 00:00:00 BUY $384.42 4 $11,111.77 $1.54 4 $1,111.77 $-19,195.37
2023-12-17 00:00:00 SELL $378.83 40 $77,405.45 $15.15 13 $67,405.45 $-185,124.70
2024-01-08 00:00:00 SELL $472.82 14 $48,175.78 $6.62 43 $38,175.78 $-83,269.92
2024-02-02 00:00:00 BUY $369.67 8 $9,583.34 $2.96 13 $-416.66 $-770.50
2024-02-09 00:00:00 BUY $383.37 2 $7,711.64 $0.77 5 $-2,288.36 $-14,957.50
2024-03-25 00:00:00 SELL $254.96 230 $116,018.49 $58.64 61 $106,018.49 $-223,595.37
2024-05-06 00:00:00 BUY $295.24 1 $7,144.83 $0.30 4 $-2,855.17 $-18,055.32
2024-05-21 00:00:00 SELL $160.59 6 $69,618.08 $0.96 38 $59,618.08 $-217,736.87
2024-05-30 00:00:00 SELL $306.28 40 $269,598.67 $12.25 1 $259,598.67 $-798,608.86
2024-06-01 00:00:00 SELL $423.59 404 $332,478.53 $171.13 16 $322,478.53 $-992,301.31
2024-06-26 00:00:00 BUY $152.18 18 $10,500.62 $2.74 21 $500.62 $585.37
2024-07-29 00:00:00 SELL $73.02 28 $71,660.58 $2.04 10 $61,660.58 $-223,108.91
2024-09-09 00:00:00 SELL $104.91 17 $242,830.03 $1.78 40 $232,830.03 $-590,068.37
2024-09-25 00:00:00 SELL $132.73 22 $56,775.33 $2.92 39 $46,775.33 $-119,829.78
2024-11-11 00:00:00 BUY $282.37 13 $29,264.32 $3.67 13 $19,264.32 $-79,610.04
2024-12-04 00:00:00 BUY $63.63 105 $287,193.70 $6.68 270 $277,193.70 $-1,022,205.92
2024-12-11 00:00:00 BUY $296.78 42 $60,563.58 $12.46 60 $50,563.58 $-159,778.16
2024-12-11 00:00:00 SELL $326.91 104 $273,306.13 $34.00 12 $263,306.13 $-871,096.16
2025-01-12 00:00:00 SELL $434.67 2 $20,911.03 $0.87 0 $10,911.03 $0.00
2025-04-03 00:00:00 SELL $292.36 16 $12,650.96 $4.68 0 $2,650.96 $0.00
2025-04-19 00:00:00 SELL $75.92 2 $11,752.10 $0.15 1 $1,752.10 $-33,848.99
2025-07-11 00:00:00 BUY $53.11 9 $9,671.64 $0.48 11 $-328.36 $-1,548.17
2025-07-17 00:00:00 SELL $345.62 17 $170,732.09 $5.88 0 $160,732.09 $0.00
SUMMARY (219 total orders) $170,732.09 $2616.11 - $33.09% -

EURNZD=X

Best: Donchian Channels Breakout ⏰ 1d
PSR
0.945
Sharpe Ratio
0.231
Total Orders
145
Net Profit
12.19%
Average Win
18.66%
Average Loss
-7.10%
Annual Return
12.19%
Max Drawdown
-18.53%
Win Rate
0.3%
Profit/Loss Ratio
3.16
Alpha
0.096
Beta
1.894
Sortino Ratio
0.541
Total Fees
$4,739.19
Strategy Capacity
$2,581,892
Portfolio Turnover
0.47%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Channels Breakout 1d 2.436 24.2% -8.5% 0.4% 🏆 BEST
2 Pullback 1d 2.337 40.8% -12.1% 0.5%
3 Svm Rnn 1d 2.330 25.3% -5.3% 0.3%
4 Long Short Term Memory Neural Network 1d 2.320 63.3% -24.5% 0.5%
5 Turtle Trading 1d 2.251 42.2% -21.1% 0.5%
6 Machine Learning Rsi 1d 2.232 62.8% -22.6% 0.3%
7 Counter Punsh 1d 2.215 -19.4% -15.4% 0.4%
8 Stable Mean Revert 1d 2.182 77.3% -22.2% 0.5%
9 Bitcoin 1d 2.116 78.6% -17.9% 0.7%
10 Multi Layer Ema 1d 2.109 0.8% -18.8% 0.7%
11 Weekly Breakout 1d 2.108 70.7% -8.9% 0.4%
12 Bullish Engulfing 1d 2.106 48.7% -14.5% 0.7%
13 Donchian Boyt 1d 2.098 28.2% -5.8% 0.4%
14 Face The Train 1d 2.006 45.0% -24.1% 0.5%
15 Markov 1d 1.862 69.6% -28.4% 0.4%
16 Wheel Strategy 1d 1.680 27.9% -24.1% 0.4%
17 Stan Weinstein 1d 1.674 4.5% -27.5% 0.3%
18 Crude Oil 1d 1.575 76.8% -11.7% 0.6%
19 Linear Regression 1d 1.555 10.8% -6.5% 0.7%
20 Buyandhold 1d 1.528 -14.0% -15.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2016-10-09 00:00:00 BUY $192.99 257 $138,258.97 $49.60 263 $128,258.97 $-178,658.34
2016-12-11 00:00:00 SELL $491.40 39 $45,970.80 $19.16 14 $35,970.80 $-32,419.61
2017-02-28 00:00:00 SELL $325.47 60 $361,854.69 $19.53 12 $351,854.69 $-698,531.09
2017-03-12 00:00:00 SELL $96.03 1 $7,014.87 $0.10 52 $-2,985.13 $1,508.09
2017-04-16 00:00:00 SELL $455.27 2 $55,344.07 $0.91 57 $45,344.07 $-112,313.60
2017-09-07 00:00:00 BUY $450.84 20 $34,643.08 $9.02 25 $24,643.08 $-38,274.75
2017-09-11 00:00:00 BUY $82.02 1,148 $270,337.91 $94.16 1,149 $260,337.91 $-703,201.42
2017-10-10 00:00:00 SELL $421.96 9 $76,740.99 $3.80 15 $66,740.99 $-138,639.55
2017-11-08 00:00:00 SELL $450.28 4 $16,203.90 $1.80 0 $6,203.90 $0.00
2018-05-13 00:00:00 BUY $77.12 197 $64,753.91 $15.19 204 $54,753.91 $-129,236.26
2018-05-19 00:00:00 SELL $68.23 14 $14,525.89 $0.96 5 $4,525.89 $-12,360.46
2018-11-19 00:00:00 SELL $185.48 6 $394,482.13 $1.11 4 $384,482.13 $-613,433.52
2018-12-15 00:00:00 SELL $472.75 19 $282,161.68 $8.98 178 $272,161.68 $-713,298.64
2019-01-22 00:00:00 BUY $168.33 6 $14,843.17 $1.01 6 $4,843.17 $-14,019.64
2019-07-31 00:00:00 SELL $288.69 1 $15,195.08 $0.29 2 $5,195.08 $-16,576.72
2019-11-23 00:00:00 SELL $499.78 3 $395,979.96 $1.50 1 $385,979.96 $-613,675.67
2020-01-16 00:00:00 SELL $265.90 2 $15,854.17 $0.53 0 $5,854.17 $0.00
2020-01-26 00:00:00 SELL $473.35 22 $59,857.55 $10.41 12 $49,857.55 $-100,573.80
2020-03-06 00:00:00 BUY $63.15 257 $350,935.52 $16.23 287 $340,935.52 $-483,726.81
2020-04-24 00:00:00 SELL $80.02 38 $393,370.35 $3.04 10 $383,370.35 $-613,375.24
2020-06-11 00:00:00 SELL $397.95 2 $365,277.95 $0.80 1 $355,277.95 $-702,038.75
2020-10-09 00:00:00 SELL $408.75 6 $18,602.73 $2.45 78 $8,602.73 $-7,417.10
2020-11-14 00:00:00 BUY $158.43 76 $30,150.11 $12.04 109 $20,150.11 $-74,263.22
2021-03-03 00:00:00 SELL $375.06 16 $26,825.30 $6.00 53 $16,825.30 $-19,420.79
2021-04-03 00:00:00 BUY $131.47 31 $45,692.82 $4.08 31 $35,692.82 $-35,223.60
2021-05-22 00:00:00 SELL $267.08 64 $42,904.97 $17.09 1 $32,904.97 $-84,035.53
2021-07-06 00:00:00 BUY $267.50 20 $31,120.91 $5.35 37 $21,120.91 $-59,854.04
2021-08-24 00:00:00 SELL $496.72 258 $178,931.10 $128.15 24 $168,931.10 $-168,303.22
2022-03-27 00:00:00 SELL $182.05 64 $17,733.22 $11.65 3 $7,733.22 $-3,859.89
2022-04-18 00:00:00 SELL $193.40 8 $43,416.00 $1.55 7 $33,416.00 $-48,191.97
2022-06-04 00:00:00 BUY $239.51 20 $16,152.71 $4.79 84 $6,152.71 $-14,390.05
2022-07-13 00:00:00 SELL $265.85 105 $390,332.60 $27.91 48 $380,332.60 $-601,414.53
2022-08-08 00:00:00 SELL $182.82 10 $180,757.49 $1.83 14 $170,757.49 $-177,664.91
2022-08-15 00:00:00 SELL $297.48 1 $43,202.16 $0.30 0 $33,202.16 $0.00
2023-04-21 00:00:00 SELL $382.57 5 $38,128.87 $1.91 18 $28,128.87 $-56,840.94
2023-04-21 00:00:00 BUY $320.95 275 $308,129.21 $88.26 275 $298,129.21 $-525,914.12
2023-05-14 00:00:00 SELL $167.22 21 $49,454.19 $3.51 34 $39,454.19 $-100,568.42
2023-08-27 00:00:00 SELL $134.91 1 $365,412.73 $0.13 0 $355,412.73 $0.00
2024-01-09 00:00:00 SELL $106.08 4 $184,101.87 $0.42 14 $174,101.87 $-227,930.62
2024-10-01 00:00:00 SELL $125.95 4 $15,942.80 $0.50 4 $5,942.80 $-9,829.00
2024-12-25 00:00:00 BUY $51.57 53 $6,918.93 $2.73 53 $-3,081.07 $1,980.93
2024-12-25 00:00:00 SELL $88.02 6 $181,285.08 $0.53 8 $171,285.08 $-179,520.27
2025-02-07 00:00:00 BUY $279.37 24 $72,947.14 $6.70 24 $62,947.14 $-131,559.14
2025-03-11 00:00:00 BUY $433.27 106 $193,368.00 $45.93 106 $183,368.00 $-233,087.78
2025-03-17 00:00:00 BUY $124.34 74 $21,910.64 $9.20 111 $11,910.64 $-61,299.84
2025-05-09 00:00:00 BUY $217.69 6 $11,800.54 $1.31 19 $1,800.54 $-4,890.45
2025-05-24 00:00:00 BUY $354.37 17 $35,667.42 $6.02 23 $25,667.42 $-55,576.73
2025-05-30 00:00:00 SELL $195.44 273 $235,295.60 $53.36 109 $225,295.60 $-372,485.55
2025-06-06 00:00:00 SELL $188.44 1 $13,540.12 $0.19 4 $3,540.12 $-18,709.98
2025-07-23 00:00:00 BUY $255.06 152 $175,402.47 $38.77 156 $165,402.47 $-285,151.02
SUMMARY (137 total orders) $175,402.47 $2045.55 - $12.19% -

GBPCHF=X

Best: Rsi ⏰ 1d
PSR
0.492
Sharpe Ratio
1.520
Total Orders
468
Net Profit
15.25%
Average Win
30.56%
Average Loss
-4.69%
Annual Return
15.25%
Max Drawdown
-16.29%
Win Rate
0.6%
Profit/Loss Ratio
7.04
Alpha
0.124
Beta
1.388
Sortino Ratio
1.331
Total Fees
$2,290.69
Strategy Capacity
$143,482
Portfolio Turnover
0.73%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rsi 1d 2.493 40.7% -16.9% 0.7% 🏆 BEST
2 Inside Day 1d 2.488 19.1% -15.7% 0.6%
3 Wheel Strategy 1d 2.483 -8.1% -28.9% 0.6%
4 Machine Learning Rsi 1d 2.454 22.3% -14.7% 0.6%
5 Buyandhold 1d 2.451 37.3% -28.5% 0.4%
6 Bitcoin 1d 2.407 52.3% -22.8% 0.4%
7 Confident Trend 1d 2.356 50.0% -19.1% 0.7%
8 Adx 1d 2.332 -13.6% -17.8% 0.3%
9 Face The Train 1d 2.273 9.9% -18.4% 0.4%
10 Improved Index Trend 1d 2.165 55.8% -12.7% 0.4%
11 Donchian Channels Breakout 1d 2.145 41.8% -25.8% 0.4%
12 Markov 1d 2.073 25.7% -16.0% 0.3%
13 Rnn Linear Regression 1d 2.036 5.2% -27.3% 0.5%
14 Decision Tree 2 1d 2.025 64.4% -5.7% 0.3%
15 Crude Oil 1d 1.994 38.9% -21.1% 0.6%
16 Weekly Breakout 1d 1.921 -1.4% -16.4% 0.6%
17 Multi Layer Ema 1d 1.907 46.2% -15.5% 0.6%
18 Neural Networks Recurrent Neural 1d 1.813 -12.8% -25.9% 0.6%
19 Mfi 1d 1.715 6.5% -29.0% 0.3%
20 Russell Rebalancing Strategy 1d 1.643 2.9% -14.1% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-07-01 00:00:00 BUY $151.31 984 $477,687.00 $148.88 987 $467,687.00 $-1,673,515.10
2022-07-29 00:00:00 SELL $281.54 31 $22,657.02 $8.73 38 $12,657.02 $-19,510.24
2022-07-30 00:00:00 SELL $196.93 2 $103,678.22 $0.39 0 $93,678.22 $0.00
2022-08-03 00:00:00 SELL $383.32 282 $884,835.67 $108.10 70 $874,835.67 $-2,745,709.63
2022-08-18 00:00:00 SELL $329.31 59 $2,038,002.25 $19.43 244 $2,028,002.25 $-4,270,250.44
2022-08-24 00:00:00 SELL $462.58 103 $337,373.41 $47.65 204 $327,373.41 $-498,786.29
2022-09-04 00:00:00 SELL $437.89 476 $73,197,029.99 $208.44 1,773 $73,187,029.99 $-107,130,161.95
2022-11-01 00:00:00 SELL $69.69 3,086 $72,988,803.20 $215.08 2,249 $72,978,803.20 $-107,749,797.35
2022-12-03 00:00:00 SELL $259.69 3 $635,578.85 $0.78 9 $625,578.85 $-1,133,163.38
2023-01-02 00:00:00 SELL $405.24 33 $6,102,090.00 $13.37 48 $6,092,090.00 $-9,129,516.26
2023-01-28 00:00:00 SELL $233.89 3 $16,336.63 $0.70 3 $6,336.63 $-4,942.89
2023-03-21 00:00:00 BUY $302.21 47,162 $118,267,681.53 $14252.60 47,452 $118,257,681.53 $-255,470,123.71
2023-04-08 00:00:00 BUY $352.16 1,738 $58,635,261.28 $612.06 17,996 $58,625,261.28 $-168,548,600.83
2023-05-11 00:00:00 BUY $472.80 778 $883,026.98 $367.84 1,911 $873,026.98 $-2,197,596.81
2023-06-26 00:00:00 BUY $424.54 4,781 $7,265,562.20 $2029.73 52,484 $7,255,562.20 $8,459,849.69
2023-07-28 00:00:00 BUY $225.15 449 $271,651.03 $101.09 452 $261,651.03 $-491,383.49
2023-08-01 00:00:00 SELL $185.69 21 $15,172.62 $3.90 4 $5,172.62 $-17,938.49
2023-08-01 00:00:00 BUY $386.80 32 $99,031.12 $12.38 32 $89,031.12 $-217,452.40
2023-08-18 00:00:00 SELL $94.18 18,860 $237,980,570.20 $1776.23 52,224 $237,970,570.20 $-317,932,253.24
2023-08-24 00:00:00 SELL $492.74 151 $64,308,798.52 $74.40 364 $64,298,798.52 $-95,570,571.37
2023-09-19 00:00:00 SELL $63.38 5,115 $20,592,449.11 $324.17 8,591 $20,582,449.11 $-20,720,136.23
2023-11-07 00:00:00 SELL $216.64 109,282 $130,653,934.10 $23674.43 6,611 $130,643,934.10 $-268,378,177.85
2023-12-04 00:00:00 SELL $60.87 548 $616,567.46 $33.36 1,304 $606,567.46 $-2,693,169.94
2023-12-06 00:00:00 SELL $153.61 6 $51,406.24 $0.92 1 $41,406.24 $-82,936.39
2023-12-13 00:00:00 BUY $242.72 29,228 $25,611,448.76 $7094.26 34,280 $25,601,448.76 $-27,693,968.98
2023-12-29 00:00:00 SELL $313.97 5,527 $132,387,492.46 $1735.29 1,084 $132,377,492.46 $-269,470,019.41
2023-12-31 00:00:00 BUY $257.41 411 $380,435.33 $105.80 574 $370,435.33 $-1,150,373.11
2024-01-09 00:00:00 SELL $420.10 6,991 $131,478,981.05 $2936.91 5,138 $131,468,981.05 $-237,913,066.26
2024-01-18 00:00:00 SELL $153.89 10,463 $125,880,684.74 $1610.19 4,171 $125,870,684.74 $-283,421,297.95
2024-01-26 00:00:00 SELL $162.14 4,372 $42,542,175.89 $708.90 41,049 $42,532,175.89 $-149,831,090.29
2024-03-29 00:00:00 BUY $146.37 398 $283,341.35 $58.25 686 $273,341.35 $-599,253.30
2024-05-04 00:00:00 BUY $82.09 42 $21,422.47 $3.45 106 $11,422.47 $-55,224.38
2024-07-07 00:00:00 SELL $167.70 22,449 $29,372,448.93 $3764.76 11,831 $29,362,448.93 $-41,124,585.31
2024-07-08 00:00:00 SELL $121.42 254 $1,865,263.85 $30.84 1,045 $1,855,263.85 $-4,223,712.96
2024-07-26 00:00:00 SELL $426.27 454 $307,657.92 $193.53 26 $297,657.92 $-459,222.45
2024-08-22 00:00:00 BUY $249.63 1,021 $686,925.88 $254.88 1,101 $676,925.88 $-2,022,611.76
2024-08-29 00:00:00 SELL $383.92 537 $63,766,343.57 $206.17 2,745 $63,756,343.57 $-94,696,058.52
2024-10-14 00:00:00 SELL $473.67 416,009 $372,675,906.18 $197052.06 26,974 $372,665,906.18 $-381,955,565.85
2024-10-16 00:00:00 SELL $248.86 1 $74,000.23 $0.25 0 $64,000.23 $0.00
2024-11-08 00:00:00 SELL $232.26 9 $49,012.09 $2.09 15 $39,012.09 $-79,606.15
2024-11-08 00:00:00 SELL $462.43 160 $73,881,012.01 $73.99 35 $73,871,012.01 $-107,890,354.41
2024-12-19 00:00:00 SELL $275.29 13,674 $28,908,699.52 $3764.33 9,500 $28,898,699.52 $-21,170,145.97
2024-12-25 00:00:00 SELL $294.62 172,578 $197,187,175.61 $50844.42 315,775 $197,177,175.61 $-229,817,989.88
2025-01-09 00:00:00 SELL $197.43 1,638 $111,772,098.99 $323.39 7,618 $111,762,098.99 $-215,470,386.11
2025-01-16 00:00:00 SELL $394.10 1,452 $65,196,954.51 $572.24 347 $65,186,954.51 $-175,361,444.80
2025-01-18 00:00:00 SELL $425.11 53 $659,246.36 $22.53 1,193 $649,246.36 $-2,265,390.24
2025-01-22 00:00:00 SELL $224.99 22,666 $49,703,483.14 $5099.72 66,931 $49,693,483.14 $-80,690,827.29
2025-03-09 00:00:00 BUY $308.33 5 $115,569.47 $1.54 5 $105,569.47 $-217,443.21
2025-05-27 00:00:00 SELL $426.94 40 $360,270.13 $17.08 820 $350,270.13 $-544,995.89
2025-06-16 00:00:00 SELL $238.81 11,996 $17,852,085.79 $2864.78 54,018 $17,842,085.79 $-57,562,265.15
SUMMARY (454 total orders) $17,852,085.79 $1545802.71 - $15.25% -

GBPNZD=X

Best: Linear Regression Pca ⏰ 1d
PSR
0.685
Sharpe Ratio
1.788
Total Orders
267
Net Profit
48.30%
Average Win
34.50%
Average Loss
-5.36%
Annual Return
48.30%
Max Drawdown
-10.21%
Win Rate
0.3%
Profit/Loss Ratio
7.52
Alpha
0.018
Beta
0.638
Sortino Ratio
0.440
Total Fees
$2,461.06
Strategy Capacity
$3,436,293
Portfolio Turnover
2.48%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Linear Regression Pca 1d 2.438 28.7% -10.0% 0.3% 🏆 BEST
2 Markov 1d 2.431 12.9% -28.8% 0.7%
3 Buyandhold 1d 2.424 80.0% -20.5% 0.5%
4 Stable Mean Revert 1d 2.410 5.8% -5.5% 0.5%
5 Face The Train 1d 2.404 77.2% -24.5% 0.5%
6 Russell Rebalancing Strategy 1d 2.386 47.6% -26.1% 0.3%
7 Pullback 1d 2.306 39.1% -7.4% 0.5%
8 Larry Williams 1d 2.213 -8.2% -16.4% 0.5%
9 Decision Tree 3 1d 2.186 70.6% -5.6% 0.4%
10 Counter Punsh 1d 2.172 37.3% -28.5% 0.3%
11 Adx 1d 2.124 25.5% -12.6% 0.7%
12 Linear Regression 1d 2.055 10.0% -9.5% 0.5%
13 Bullish Engulfing 1d 2.047 55.8% -10.3% 0.4%
14 Stan Weinstein 1d 2.009 -17.9% -16.2% 0.4%
15 Support Vector Machines 1d 1.956 42.2% -23.9% 0.6%
16 Decision Tree 2 1d 1.932 -6.4% -14.1% 0.5%
17 Neural Networks Recurrent Neural 1d 1.919 21.1% -14.6% 0.6%
18 Crude Oil 1d 1.902 -14.9% -14.7% 0.5%
19 Lazy Trend Follower 1d 1.875 -1.9% -29.2% 0.3%
20 Rsi 1d 1.777 70.3% -26.8% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-07-01 00:00:00 BUY $85.02 15 $4,226.14 $1.28 30 $-5,773.86 $-12,116.62
2020-07-15 00:00:00 SELL $55.67 2 $13,457.34 $0.11 0 $3,457.34 $0.00
2020-08-11 00:00:00 SELL $354.59 18 $155,412.61 $6.38 134 $145,412.61 $-494,673.65
2020-09-03 00:00:00 SELL $487.64 64 $54,335.06 $31.21 53 $44,335.06 $-62,788.72
2020-09-03 00:00:00 SELL $382.33 25 $88,540.29 $9.56 4 $78,540.29 $-216,629.36
2020-11-13 00:00:00 SELL $52.81 2 $358,095.50 $0.11 1 $348,095.50 $-923,456.80
2020-11-29 00:00:00 SELL $246.33 681 $247,409.81 $167.75 241 $237,409.81 $-630,596.69
2021-02-08 00:00:00 SELL $218.35 6 $8,893.84 $1.31 1 $-1,106.16 $-11,061.30
2021-02-26 00:00:00 SELL $472.58 1 $8,998.47 $0.47 3 $-1,001.53 $-54.43
2021-03-02 00:00:00 SELL $401.99 1 $309,830.81 $0.40 5 $299,830.81 $-687,951.14
2021-04-21 00:00:00 SELL $200.79 1 $15,065.01 $0.20 18 $5,065.01 $-49,946.93
2021-06-02 00:00:00 BUY $82.99 945 $212,489.75 $78.43 947 $202,489.75 $-1,011,860.65
2021-08-04 00:00:00 SELL $407.64 2 $288,884.60 $0.82 8 $278,884.60 $-1,087,195.42
2021-08-09 00:00:00 SELL $183.16 32 $26,723.64 $5.86 1 $16,723.64 $-62,997.38
2021-08-18 00:00:00 SELL $463.35 58 $159,848.81 $26.87 26 $149,848.81 $-398,355.66
2021-08-23 00:00:00 BUY $439.86 232 $254,256.74 $102.05 274 $244,256.74 $-1,048,360.16
2021-09-09 00:00:00 BUY $326.47 12 $9,535.78 $3.92 12 $-464.22 $-15,480.52
2021-10-11 00:00:00 SELL $354.73 2 $104,539.29 $0.71 0 $94,539.29 $0.00
2021-11-06 00:00:00 SELL $240.21 3 $89,924.77 $0.72 4 $79,924.77 $-362,510.85
2021-11-07 00:00:00 SELL $309.27 1 $88,849.25 $0.31 3 $78,849.25 $-217,230.88
2022-01-11 00:00:00 SELL $261.92 7 $187,060.96 $1.83 4 $177,060.96 $-566,036.55
2022-02-23 00:00:00 BUY $267.49 4 $8,865.73 $1.07 4 $-1,134.27 $-402.19
2022-05-30 00:00:00 SELL $295.50 3 $10,604.10 $0.89 8 $604.10 $-20,951.80
2022-07-14 00:00:00 SELL $73.05 2 $17,340.89 $0.15 0 $7,340.89 $0.00
2022-08-11 00:00:00 SELL $324.29 1 $85,308.83 $0.32 0 $75,308.83 $0.00
2022-09-21 00:00:00 BUY $219.49 23 $87,051.19 $5.05 33 $77,051.19 $-154,025.69
2022-10-11 00:00:00 SELL $480.53 4 $10,785.92 $1.92 0 $785.92 $0.00
2022-12-11 00:00:00 BUY $198.47 9 $12,463.01 $1.79 30 $2,463.01 $-18,968.25
2022-12-15 00:00:00 BUY $493.06 89 $133,365.96 $43.88 233 $123,365.96 $-462,952.96
2022-12-16 00:00:00 BUY $198.70 65 $130,644.91 $12.92 104 $120,644.91 $-376,822.25
2023-01-07 00:00:00 BUY $273.67 1 $8,619.90 $0.27 2 $-1,380.10 $-10,732.31
2023-02-17 00:00:00 SELL $484.03 1 $309,429.22 $0.48 6 $299,429.22 $-687,056.88
2023-06-22 00:00:00 BUY $498.28 2 $16,002.43 $1.00 2 $6,002.43 $-40,633.35
2023-06-27 00:00:00 SELL $155.26 28 $19,951.13 $4.35 3 $9,951.13 $-44,025.19
2023-07-29 00:00:00 BUY $86.77 224 $143,703.80 $19.44 230 $133,703.80 $-390,444.85
2023-09-11 00:00:00 SELL $449.29 191 $143,573.43 $85.81 39 $133,573.43 $-379,964.79
2023-10-04 00:00:00 SELL $273.90 1 $20,608.09 $0.27 0 $10,608.09 $0.00
2024-01-07 00:00:00 SELL $95.82 1 $18,916.34 $0.10 2 $8,916.34 $-33,990.05
2024-02-27 00:00:00 SELL $383.98 26 $29,415.01 $9.98 29 $19,415.01 $-59,416.84
2024-04-07 00:00:00 SELL $66.85 19 $13,731.80 $1.27 11 $3,731.80 $-25,973.23
2024-06-08 00:00:00 BUY $55.72 629 $113,059.41 $35.05 830 $103,059.41 $-575,471.02
2024-06-14 00:00:00 SELL $108.83 2 $20,168.57 $0.22 1 $10,168.57 $-44,382.14
2024-08-18 00:00:00 BUY $397.51 57 $248,321.04 $22.66 256 $238,321.04 $-704,321.98
2024-10-15 00:00:00 BUY $288.45 12 $46,654.58 $3.46 137 $36,654.58 $-86,496.07
2024-11-19 00:00:00 BUY $208.72 108 $70,481.18 $22.54 110 $60,481.18 $-317,970.24
2024-12-21 00:00:00 SELL $230.83 27 $99,802.55 $6.23 7 $89,802.55 $-127,859.03
2025-01-19 00:00:00 SELL $341.79 1 $187,773.13 $0.34 2 $177,773.13 $-566,400.62
2025-01-22 00:00:00 SELL $249.23 87 $65,521.66 $21.68 89 $55,521.66 $-257,135.18
2025-02-20 00:00:00 SELL $180.08 30 $346,128.68 $5.40 154 $336,128.68 $-818,593.88
2025-07-22 00:00:00 SELL $380.46 55 $158,789.42 $20.93 111 $148,789.42 $-524,853.14
SUMMARY (254 total orders) $158,789.42 $2822.75 - $48.30% -

NZDCAD=X

Best: Rnn Linear Regression ⏰ 1d
PSR
0.489
Sharpe Ratio
0.864
Total Orders
145
Net Profit
32.33%
Average Win
30.69%
Average Loss
-4.95%
Annual Return
32.33%
Max Drawdown
-10.43%
Win Rate
0.5%
Profit/Loss Ratio
6.21
Alpha
-0.064
Beta
0.558
Sortino Ratio
1.684
Total Fees
$1,248.12
Strategy Capacity
$2,452,262
Portfolio Turnover
0.67%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rnn Linear Regression 1d 2.464 7.0% -22.1% 0.5% 🏆 BEST
2 Trend Risk Protection 1d 2.404 10.6% -29.0% 0.3%
3 Multi Layer Ema 1d 2.353 58.9% -16.4% 0.5%
4 Neural Networks Recurrent Neural 1d 2.331 16.8% -11.3% 0.5%
5 Stan Weinstein 1d 2.271 27.6% -16.8% 0.6%
6 Russell Rebalancing Strategy 1d 2.263 26.7% -11.7% 0.6%
7 Weekly Breakout 1d 2.257 16.9% -17.4% 0.6%
8 Counter Punsh 1d 2.226 43.3% -23.5% 0.4%
9 Bullish Engulfing 1d 2.197 19.0% -10.7% 0.4%
10 Machine Learning Rsi 1d 2.153 -9.9% -6.7% 0.3%
11 Stable Mean Revert 1d 2.094 11.1% -18.9% 0.4%
12 Pullback 1d 2.089 62.8% -6.7% 0.6%
13 Rsi 1d 2.027 21.7% -28.5% 0.5%
14 Support Vector Machines 1d 2.025 73.9% -21.1% 0.5%
15 Decision Tree 2 1d 1.923 22.0% -27.9% 0.4%
16 Donchian Channels Breakout 1d 1.892 53.8% -7.1% 0.5%
17 Decision Tree 1d 1.887 55.5% -10.4% 0.4%
18 Improved Index Trend 1d 1.853 38.1% -15.9% 0.5%
19 Adx 1d 1.761 23.3% -15.9% 0.6%
20 Svm Rnn 1d 1.746 -2.5% -11.7% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2016-12-18 00:00:00 BUY $356.42 12 $15,657.13 $4.28 35 $5,657.13 $-14,302.23
2016-12-27 00:00:00 BUY $315.67 6 $19,938.45 $1.89 23 $9,938.45 $-17,622.57
2017-01-23 00:00:00 SELL $310.80 12 $23,725.87 $3.73 3 $13,725.87 $-46,341.72
2017-06-26 00:00:00 SELL $217.57 5 $21,511.80 $1.09 8 $11,511.80 $-30,216.45
2017-07-05 00:00:00 SELL $59.80 12 $17,675.10 $0.72 15 $7,675.10 $-68,806.83
2017-07-06 00:00:00 SELL $231.52 18 $23,468.12 $4.17 16 $13,468.12 $-58,865.67
2017-07-22 00:00:00 SELL $368.65 10 $60,015.17 $3.69 1 $50,015.17 $-101,439.77
2017-08-27 00:00:00 SELL $325.05 12 $60,044.60 $3.90 14 $50,044.60 $-167,082.32
2017-10-08 00:00:00 BUY $192.43 17 $52,596.45 $3.27 17 $42,596.45 $-107,858.39
2017-10-14 00:00:00 BUY $88.52 24 $6,842.21 $2.12 43 $-3,157.79 $741.84
2017-12-23 00:00:00 BUY $142.29 11 $6,932.51 $1.57 24 $-3,067.49 $1,915.58
2018-02-21 00:00:00 BUY $186.78 12 $20,732.54 $2.24 15 $10,732.54 $-36,468.38
2018-03-22 00:00:00 SELL $78.20 2 $25,707.81 $0.16 2 $15,707.81 $-76,140.19
2018-04-30 00:00:00 SELL $158.25 14 $53,237.91 $2.22 14 $43,237.91 $-108,914.06
2018-05-27 00:00:00 SELL $150.07 32 $61,277.99 $4.80 3 $51,277.99 $-144,650.01
2018-11-03 00:00:00 SELL $60.41 2 $24,383.58 $0.12 1 $14,383.58 $-7,985.10
2018-11-14 00:00:00 SELL $417.86 18 $15,652.30 $7.52 28 $5,652.30 $5,341.19
2019-02-14 00:00:00 BUY $452.19 1 $21,270.40 $0.45 6 $11,270.40 $-31,405.55
2019-05-14 00:00:00 BUY $192.09 30 $16,851.98 $5.76 30 $6,851.98 $-35,748.66
2019-08-09 00:00:00 SELL $462.18 37 $51,807.52 $17.10 34 $41,807.52 $-86,094.18
2019-09-25 00:00:00 SELL $355.07 1 $25,060.80 $0.36 0 $15,060.80 $0.00
2019-10-19 00:00:00 SELL $207.58 13 $19,547.78 $2.70 17 $9,547.78 $-43,745.32
2019-11-19 00:00:00 SELL $275.05 1 $24,405.03 $0.28 2 $14,405.03 $-52,796.61
2020-01-27 00:00:00 SELL $424.20 2 $24,573.42 $0.85 1 $14,573.42 $-46,849.92
2020-04-26 00:00:00 SELL $471.60 5 $51,072.35 $2.36 0 $41,072.35 $0.00
2020-08-05 00:00:00 SELL $83.12 1 $65,375.39 $0.08 1 $55,375.39 $-152,795.77
2020-08-22 00:00:00 SELL $54.18 1 $24,627.54 $0.05 0 $14,627.54 $0.00
2020-09-01 00:00:00 BUY $97.85 2 $23,132.68 $0.20 9 $13,132.68 $-54,471.81
2020-09-19 00:00:00 SELL $407.66 5 $8,968.79 $2.04 19 $-1,031.21 $4,681.11
2021-01-09 00:00:00 BUY $319.61 19 $18,548.89 $6.07 19 $8,548.89 $-41,201.54
2021-06-19 00:00:00 SELL $317.16 23 $22,158.35 $7.29 8 $12,158.35 $-4,602.09
2021-07-07 00:00:00 SELL $333.35 13 $56,925.70 $4.33 4 $46,925.70 $-113,067.52
2021-10-11 00:00:00 SELL $142.51 1 $45,542.07 $0.14 15 $35,542.07 $-131,700.51
2022-03-02 00:00:00 SELL $268.22 34 $63,001.33 $9.12 5 $53,001.33 $-163,445.25
2022-07-14 00:00:00 SELL $352.81 7 $8,138.43 $2.47 46 $-1,861.57 $9,870.70
2022-08-02 00:00:00 BUY $454.40 7 $24,613.70 $3.18 11 $14,613.70 $-68,117.44
2022-08-29 00:00:00 BUY $62.46 36 $20,669.75 $2.25 59 $10,669.75 $-75,395.84
2022-09-28 00:00:00 BUY $374.04 19 $21,509.24 $7.11 22 $11,509.24 $-9,350.73
2022-10-18 00:00:00 SELL $253.09 2 $23,423.97 $0.51 2 $13,423.97 $-31,450.84
2022-11-11 00:00:00 BUY $302.04 3 $24,262.88 $0.91 3 $14,262.88 $-6,233.26
2022-12-26 00:00:00 SELL $307.27 3 $40,719.65 $0.92 72 $30,719.65 $-122,976.70
2023-10-14 00:00:00 SELL $134.11 7 $25,551.56 $0.94 4 $15,551.56 $-75,760.14
2023-11-21 00:00:00 SELL $386.99 2 $22,285.01 $0.77 6 $12,285.01 $-29,635.07
2024-04-25 00:00:00 SELL $186.25 6 $54,354.31 $1.12 8 $44,354.31 $-109,639.60
2024-04-25 00:00:00 SELL $230.08 4 $57,845.09 $0.92 0 $47,845.09 $0.00
2024-05-12 00:00:00 BUY $396.33 18 $16,958.16 $7.13 27 $6,958.16 $-51,869.11
2024-08-07 00:00:00 SELL $106.72 5 $22,976.13 $0.53 3 $12,976.13 $-38,949.90
2024-12-22 00:00:00 BUY $150.16 75 $39,798.76 $11.26 75 $29,798.76 $-122,575.90
2025-02-08 00:00:00 SELL $160.27 1 $23,886.85 $0.16 0 $13,886.85 $0.00
2025-06-25 00:00:00 BUY $139.80 11 $14,259.86 $1.54 32 $4,259.86 $-67,104.51
SUMMARY (129 total orders) $14,259.86 $398.13 - $32.33% -

NZDCHF=X

Best: Support Vector Machines ⏰ 1d
PSR
0.446
Sharpe Ratio
0.451
Total Orders
105
Net Profit
33.03%
Average Win
25.81%
Average Loss
-3.50%
Annual Return
33.03%
Max Drawdown
-7.64%
Win Rate
0.3%
Profit/Loss Ratio
2.98
Alpha
0.133
Beta
0.786
Sortino Ratio
1.469
Total Fees
$3,874.59
Strategy Capacity
$4,308,590
Portfolio Turnover
0.79%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Support Vector Machines 1d 2.490 66.7% -23.7% 0.4% 🏆 BEST
2 Adx 1d 2.484 31.0% -16.3% 0.5%
3 Turtle Trading 1d 2.448 4.3% -6.1% 0.5%
4 Mfi 1d 2.270 40.7% -25.9% 0.4%
5 Larry Williams 1d 2.228 53.2% -21.0% 0.4%
6 Markov 1d 2.207 33.4% -14.3% 0.5%
7 Buyandhold 1d 2.195 16.3% -27.5% 0.3%
8 Ride The Aggression 1d 2.178 -19.6% -29.9% 0.7%
9 Stan Weinstein 1d 2.108 4.3% -5.5% 0.3%
10 Multi Layer Ema 1d 2.097 37.2% -12.9% 0.4%
11 Wheel Strategy 1d 2.070 -6.3% -13.4% 0.5%
12 Macd 1d 2.042 -16.1% -13.3% 0.3%
13 Decision Tree 3 1d 1.782 29.9% -11.0% 0.5%
14 Donchian Boyt 1d 1.697 21.2% -5.6% 0.5%
15 Bitcoin 1d 1.673 35.4% -28.7% 0.4%
16 Bullish Engulfing 1d 1.591 67.9% -25.1% 0.5%
17 Counter Punsh 1d 1.568 38.1% -12.8% 0.4%
18 Crude Oil 1d 1.494 34.7% -20.1% 0.3%
19 Pullback 1d 1.455 39.0% -21.0% 0.3%
20 Confident Trend 1d 1.438 9.3% -29.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2013-09-05 00:00:00 SELL $453.49 2 $8,554.89 $0.91 0 $-1,445.11 $0.00
2014-01-02 00:00:00 BUY $266.92 5 $10,454.66 $1.33 18 $454.66 $-29,850.13
2014-07-12 00:00:00 SELL $82.05 16 $16,295.94 $1.31 1 $6,295.94 $-29,088.77
2014-11-09 00:00:00 SELL $201.32 1 $8,327.91 $0.20 2 $-1,672.09 $-2,331.98
2014-12-26 00:00:00 SELL $396.94 1 $16,100.55 $0.40 0 $6,100.55 $0.00
2015-02-09 00:00:00 SELL $350.60 2 $16,740.61 $0.70 0 $6,740.61 $0.00
2015-02-15 00:00:00 SELL $83.89 2 $17,417.28 $0.17 0 $7,417.28 $0.00
2015-05-30 00:00:00 BUY $177.09 9 $6,996.40 $1.59 9 $-3,003.60 $-1,140.83
2015-07-06 00:00:00 SELL $328.68 1 $11,485.64 $0.33 5 $1,485.64 $-13,402.16
2015-10-30 00:00:00 BUY $393.94 3 $12,259.23 $1.18 3 $2,259.23 $-76,588.02
2016-06-16 00:00:00 SELL $223.88 7 $6,834.09 $1.57 0 $-3,165.91 $0.00
2016-08-12 00:00:00 SELL $324.88 2 $15,704.01 $0.65 1 $5,704.01 $-60,621.86
2017-03-16 00:00:00 SELL $200.59 25 $14,140.29 $5.01 5 $4,140.29 $-43,364.73
2017-03-19 00:00:00 SELL $291.29 3 $13,698.62 $0.87 3 $3,698.62 $-14,663.05
2017-03-23 00:00:00 BUY $276.18 13 $11,621.42 $3.59 22 $1,621.42 $-32,212.98
2017-08-24 00:00:00 SELL $288.34 3 $8,126.79 $0.87 3 $-1,873.21 $-1,869.60
2017-09-20 00:00:00 BUY $341.49 5 $11,790.61 $1.71 13 $1,790.61 $-28,507.98
2017-11-23 00:00:00 BUY $440.42 3 $5,268.53 $1.32 7 $-4,731.47 $-3,975.60
2018-02-20 00:00:00 BUY $410.56 2 $7,930.25 $0.82 42 $-2,069.75 $-9,130.04
2018-08-25 00:00:00 BUY $329.46 12 $12,585.47 $3.95 12 $2,585.47 $-40,414.20
2018-09-26 00:00:00 SELL $181.48 4 $7,648.82 $0.73 2 $-2,351.18 $-4,733.72
2019-02-05 00:00:00 SELL $385.58 5 $9,856.21 $1.93 37 $-143.79 $-12,928.28
2019-08-18 00:00:00 SELL $188.51 8 $15,035.49 $1.51 5 $5,035.49 $-73,635.19
2019-09-01 00:00:00 SELL $132.07 2 $8,591.78 $0.26 0 $-1,408.22 $0.00
2019-09-23 00:00:00 SELL $140.07 1 $16,874.87 $0.14 0 $6,874.87 $0.00
2019-09-24 00:00:00 BUY $230.40 7 $14,354.26 $1.61 7 $4,354.26 $-50,016.64
2020-01-11 00:00:00 BUY $465.19 1 $15,634.90 $0.47 1 $5,634.90 $-60,481.55
2020-02-23 00:00:00 BUY $419.61 9 $12,515.64 $3.78 10 $2,515.64 $-24,974.68
2020-04-09 00:00:00 SELL $426.11 1 $13,500.42 $0.43 0 $3,500.42 $0.00
2020-04-30 00:00:00 BUY $455.98 2 $8,114.53 $0.91 10 $-1,885.47 $-6,777.73
2020-09-04 00:00:00 SELL $481.01 5 $16,542.91 $2.41 0 $6,542.91 $0.00
2020-10-06 00:00:00 BUY $115.31 3 $7,346.38 $0.35 5 $-2,653.62 $-3,751.87
2020-10-19 00:00:00 BUY $298.81 13 $13,528.92 $3.88 13 $3,528.92 $-66,808.73
2020-10-22 00:00:00 SELL $307.75 1 $15,942.35 $0.31 0 $5,942.35 $0.00
2020-10-27 00:00:00 BUY $262.02 6 $11,294.29 $1.57 15 $1,294.29 $-44,390.86
2020-10-30 00:00:00 SELL $205.96 1 $16,734.93 $0.21 1 $6,734.93 $-53,488.46
2021-01-02 00:00:00 SELL $97.38 12 $14,500.96 $1.17 5 $4,500.96 $-60,459.85
2021-05-10 00:00:00 SELL $76.40 24 $9,709.65 $1.83 32 $-290.35 $-26,726.17
2021-10-14 00:00:00 BUY $383.00 3 $5,683.96 $1.15 3 $-4,316.04 $-7,230.78
2021-11-13 00:00:00 SELL $372.20 10 $14,926.59 $3.72 4 $4,926.59 $-57,866.48
2022-08-28 00:00:00 BUY $422.31 1 $6,923.65 $0.42 6 $-3,076.35 $-2,140.48
2022-09-05 00:00:00 BUY $104.01 19 $7,877.99 $1.98 56 $-2,122.01 $-21,369.93
2022-10-09 00:00:00 SELL $408.16 2 $13,074.73 $0.82 1 $3,074.73 $-78,543.49
2023-07-30 00:00:00 SELL $127.15 2 $13,952.66 $0.25 1 $3,952.66 $-15,409.76
2023-09-03 00:00:00 SELL $346.59 9 $11,157.29 $3.12 6 $1,157.29 $-12,966.02
2023-09-23 00:00:00 SELL $261.14 4 $13,036.18 $1.04 9 $3,036.18 $-49,279.16
2024-07-17 00:00:00 SELL $190.13 1 $13,442.22 $0.19 0 $3,442.22 $0.00
2024-10-07 00:00:00 SELL $353.88 13 $9,027.40 $4.60 8 $-972.60 $-8,506.46
2025-03-06 00:00:00 SELL $391.31 2 $8,896.38 $0.78 8 $-1,103.62 $-9,118.94
2025-06-11 00:00:00 SELL $192.72 10 $16,934.76 $1.93 3 $6,934.76 $-70,115.04
SUMMARY (98 total orders) $16,934.76 $166.99 - $33.03% -

EURPLN=X

Best: Lazy Trend Follower ⏰ 1d
PSR
0.485
Sharpe Ratio
0.418
Total Orders
402
Net Profit
13.28%
Average Win
34.80%
Average Loss
-3.56%
Annual Return
13.28%
Max Drawdown
-17.04%
Win Rate
0.2%
Profit/Loss Ratio
4.59
Alpha
0.099
Beta
1.468
Sortino Ratio
0.967
Total Fees
$1,054.61
Strategy Capacity
$3,039,758
Portfolio Turnover
1.40%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Lazy Trend Follower 1d 2.487 -13.7% -25.5% 0.7% 🏆 BEST
2 Improved Index Trend 1d 2.447 26.9% -20.1% 0.4%
3 Ais Micro Test Diversity Gap 1d 2.435 -17.8% -23.4% 0.3%
4 Weekly Breakout 1d 2.341 19.3% -11.1% 0.7%
5 Donchian Channels Breakout 1d 2.308 75.9% -12.0% 0.3%
6 Adx 1d 2.100 63.7% -27.0% 0.4%
7 Trend Risk Protection 1d 2.082 44.8% -7.7% 0.3%
8 Mfi 1d 2.064 24.4% -16.9% 0.4%
9 Decision Tree 1d 2.046 73.2% -11.5% 0.4%
10 Linear Regression 1d 2.022 57.4% -26.9% 0.4%
11 Long Short Term Memory Neural Network 1d 1.892 52.4% -7.2% 0.6%
12 Confident Trend 1d 1.797 28.7% -14.5% 0.3%
13 Rsi 1d 1.790 18.8% -10.6% 0.3%
14 Larry Williams 1d 1.774 20.6% -13.7% 0.5%
15 Wheel Strategy 1d 1.765 -15.9% -24.7% 0.5%
16 Macd 1d 1.762 21.3% -12.1% 0.4%
17 Crude Oil 1d 1.735 77.6% -18.4% 0.6%
18 Donchian Boyt 1d 1.529 20.0% -21.8% 0.5%
19 Inside Day 1d 1.478 6.7% -10.5% 0.4%
20 Markov 1d 1.354 25.8% -9.4% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-04-09 00:00:00 BUY $432.29 474 $640,871.27 $204.91 1,380 $630,871.27 $-997,076.94
2022-04-24 00:00:00 SELL $373.73 3 $25,727.81 $1.12 13 $15,727.81 $-49,818.72
2022-05-03 00:00:00 SELL $81.60 279 $22,946,829.66 $22.77 8,982 $22,936,829.66 $-48,574,718.38
2022-05-20 00:00:00 BUY $119.29 18 $19,845.73 $2.15 58 $9,845.73 $-60,790.72
2022-06-04 00:00:00 SELL $188.52 16 $13,908.30 $3.02 41 $3,908.30 $-41,865.22
2022-06-22 00:00:00 BUY $242.92 4 $8,518.85 $0.97 6 $-1,481.15 $-2,917.93
2022-12-15 00:00:00 SELL $350.08 2,449 $23,803,324.53 $857.35 6,533 $23,793,324.53 $-47,020,553.27
2023-04-29 00:00:00 SELL $414.72 3 $13,805,309.81 $1.24 13 $13,795,309.81 $-12,250,137.62
2023-05-21 00:00:00 BUY $192.76 840 $1,658,738.86 $161.92 19,596 $1,648,738.86 $-3,230,054.15
2023-06-17 00:00:00 SELL $448.39 213 $157,377.27 $95.51 162 $147,377.27 $-355,141.65
2023-07-26 00:00:00 SELL $207.36 2 $58,319.89 $0.41 3 $48,319.89 $-234,384.93
2023-08-01 00:00:00 BUY $490.57 3,869 $20,241,651.17 $1898.03 7,194 $20,231,651.17 $-50,203,222.32
2023-08-03 00:00:00 BUY $121.20 118 $35,184.42 $14.30 119 $25,184.42 $-238,634.42
2023-08-13 00:00:00 BUY $415.72 234 $325,673.96 $97.28 493 $315,673.96 $-1,018,408.33
2023-08-14 00:00:00 BUY $416.19 6,851 $22,292,168.77 $2851.31 8,785 $22,282,168.77 $-32,187,833.12
2023-08-29 00:00:00 SELL $243.13 5,249 $17,645,421.79 $1276.20 7,491 $17,635,421.79 $-13,302,389.75
2023-10-24 00:00:00 SELL $497.03 2,239 $24,674,273.49 $1112.85 5,298 $24,664,273.49 $-25,567,237.96
2023-11-03 00:00:00 BUY $204.89 14 $9,861.16 $2.87 33 $-138.84 $-33,953.47
2023-12-12 00:00:00 SELL $207.67 143 $88,704.02 $29.70 42 $78,704.02 $-310,264.36
2024-01-04 00:00:00 BUY $340.09 967 $17,457,970.11 $328.86 16,205 $17,447,970.11 $-14,670,808.59
2024-01-20 00:00:00 SELL $134.57 19 $3,268,750.52 $2.56 296 $3,258,750.52 $-5,375,364.15
2024-01-21 00:00:00 SELL $257.01 27,613 $43,665,871.79 $7096.68 2,034 $43,655,871.79 $-86,434,297.85
2024-02-01 00:00:00 BUY $398.94 28 $105,091.51 $11.17 533 $95,091.51 $-295,225.80
2024-02-22 00:00:00 SELL $114.44 11 $13,806,567.36 $1.26 2 $13,796,567.36 $-12,255,300.14
2024-03-07 00:00:00 SELL $55.10 1 $3,086,545.64 $0.06 7 $3,076,545.64 $-4,139,234.82
2024-04-20 00:00:00 SELL $390.73 29 $303,469.03 $11.33 290 $293,469.03 $-813,144.25
2024-05-01 00:00:00 SELL $480.64 39,770 $33,832,536.22 $19115.05 26,915 $33,822,536.22 $-60,468,413.88
2024-05-17 00:00:00 SELL $161.96 1,544 $1,810,673.06 $250.07 3,489 $1,800,673.06 $-3,574,537.95
2024-05-20 00:00:00 SELL $247.68 191 $3,245,019.89 $47.31 416 $3,235,019.89 $-5,481,745.47
2024-06-06 00:00:00 BUY $330.42 124 $170,658.23 $40.97 1,738 $160,658.23 $-860,254.04
2024-06-12 00:00:00 SELL $458.63 2 $10,895.03 $0.92 57 $895.03 $-23,452.49
2024-07-28 00:00:00 SELL $292.93 773 $21,865,077.32 $226.43 1,613 $21,855,077.32 $-55,157,934.87
2024-08-07 00:00:00 BUY $363.05 14 $20,473.24 $5.08 28 $10,473.24 $-39,429.09
2024-08-23 00:00:00 BUY $106.64 118 $40,225.71 $12.58 118 $30,225.71 $-205,504.53
2024-08-26 00:00:00 BUY $207.80 9,294 $19,718,604.53 $1931.33 13,156 $19,708,604.53 $-17,776,905.19
2024-09-27 00:00:00 SELL $464.96 87 $351,544.15 $40.45 56 $341,544.15 $-900,418.36
2024-10-16 00:00:00 SELL $496.05 140 $710,248.31 $69.45 1,240 $700,248.31 $-1,183,447.55
2024-11-24 00:00:00 BUY $274.30 5 $16,393.37 $1.37 6 $6,393.37 $-32,950.89
2024-12-07 00:00:00 SELL $258.67 9 $51,392.06 $2.33 6 $41,392.06 $-216,536.38
2025-01-24 00:00:00 BUY $457.43 8 $49,871.70 $3.66 21 $39,871.70 $-166,324.54
2025-03-26 00:00:00 BUY $430.09 10,288 $19,374,170.13 $4424.73 16,821 $19,364,170.13 $-42,073,158.10
2025-05-08 00:00:00 SELL $211.42 1,911 $2,332,793.38 $404.01 150 $2,322,793.38 $-3,269,482.00
2025-05-08 00:00:00 SELL $284.06 1,924 $22,141,578.37 $546.54 3,325 $22,131,578.37 $-52,787,900.82
2025-05-16 00:00:00 BUY $86.09 3,831 $2,757,416.16 $329.81 3,831 $2,747,416.16 $-3,809,809.37
2025-05-18 00:00:00 SELL $79.07 28 $50,119.67 $2.21 22 $40,119.67 $-201,043.94
2025-05-25 00:00:00 BUY $277.13 9 $8,512.38 $2.49 9 $-1,487.62 $-2,852.99
2025-06-08 00:00:00 SELL $455.76 3,382 $2,074,259.63 $1541.38 539 $2,064,259.63 $-2,351,962.44
2025-06-12 00:00:00 SELL $98.82 3 $11,907.09 $0.30 3 $1,907.09 $-24,497.07
2025-06-30 00:00:00 SELL $382.41 11 $41,987.07 $4.21 22 $31,987.07 $-94,761.87
2025-07-22 00:00:00 SELL $457.11 3 $53,189.23 $1.37 14 $43,189.23 $-196,384.05
SUMMARY (375 total orders) $53,189.23 $217789.34 - $13.28% -

USDSEK=X

Best: Turtle Trading ⏰ 1d
PSR
0.621
Sharpe Ratio
2.014
Total Orders
167
Net Profit
19.96%
Average Win
31.56%
Average Loss
-5.06%
Annual Return
19.96%
Max Drawdown
-9.04%
Win Rate
0.4%
Profit/Loss Ratio
7.67
Alpha
0.122
Beta
0.509
Sortino Ratio
1.292
Total Fees
$1,328.27
Strategy Capacity
$3,040,776
Portfolio Turnover
2.27%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Turtle Trading 1d 2.462 33.0% -15.2% 0.3% 🏆 BEST
2 Decision Tree 3 1d 2.430 27.2% -15.0% 0.7%
3 Machine Learning Rsi 1d 2.358 50.1% -29.4% 0.5%
4 Decision Tree 2 1d 2.150 21.5% -18.8% 0.5%
5 Ride The Aggression 1d 2.088 10.1% -19.4% 0.4%
6 Donchian Channels Breakout 1d 2.028 73.5% -12.9% 0.5%
7 Counter Punsh 1d 1.925 69.3% -23.2% 0.5%
8 Russell Rebalancing Strategy 1d 1.790 79.2% -6.4% 0.6%
9 Bollinger Bands 1d 1.776 30.2% -24.3% 0.5%
10 Trend Risk Protection 1d 1.695 62.0% -22.6% 0.3%
11 Neural Networks Recurrent Neural 1d 1.639 41.6% -8.9% 0.4%
12 Multi Layer Ema 1d 1.620 -10.4% -9.4% 0.6%
13 Wheel Strategy 1d 1.535 48.5% -21.9% 0.7%
14 Stan Weinstein 1d 1.525 64.7% -15.9% 0.6%
15 Lazy Trend Follower 1d 1.524 76.1% -26.6% 0.5%
16 Linear Regression 1d 1.492 26.3% -28.8% 0.7%
17 Buyandhold 1d 1.395 43.5% -10.3% 0.3%
18 Donchian Boyt 1d 1.361 6.6% -8.0% 0.6%
19 Ais Micro Test Diversity Gap 1d 1.268 74.2% -20.3% 0.3%
20 Long Short Term Memory Neural Network 1d 1.264 26.5% -26.7% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2017-07-30 00:00:00 SELL $257.89 57 $102,394.92 $14.70 41 $92,394.92 $-482,554.82
2017-08-20 00:00:00 BUY $270.86 23 $17,999.99 $6.23 44 $7,999.99 $-44,959.66
2017-08-21 00:00:00 BUY $309.60 9 $14,870.24 $2.79 13 $4,870.24 $-4,829.55
2017-09-27 00:00:00 SELL $186.49 33 $161,331.82 $6.15 12 $151,331.82 $-248,860.22
2017-11-16 00:00:00 BUY $220.68 5 $9,721.24 $1.10 25 $-278.76 $-2,233.86
2018-01-02 00:00:00 SELL $88.97 17 $11,461.21 $1.51 10 $1,461.21 $-15,666.17
2018-02-04 00:00:00 SELL $300.61 10 $133,785.75 $3.01 3 $123,785.75 $-428,606.79
2018-02-14 00:00:00 BUY $311.90 6 $5,078.60 $1.87 17 $-4,921.40 $2,257.30
2018-03-14 00:00:00 SELL $413.59 11 $120,655.63 $4.55 0 $110,655.63 $0.00
2018-12-18 00:00:00 BUY $380.32 17 $20,794.48 $6.47 96 $10,794.48 $-45,835.30
2018-12-21 00:00:00 SELL $159.22 59 $118,359.95 $9.39 10 $108,359.95 $-332,559.36
2019-03-15 00:00:00 SELL $220.51 1 $122,985.67 $0.22 1 $112,985.67 $-135,006.93
2019-03-19 00:00:00 SELL $466.10 7 $118,514.59 $3.26 9 $108,514.59 $-391,486.69
2019-03-28 00:00:00 SELL $441.43 2 $38,073.60 $0.88 0 $28,073.60 $0.00
2019-09-21 00:00:00 BUY $229.59 59 $62,170.00 $13.55 246 $52,170.00 $-521,147.85
2020-03-04 00:00:00 SELL $191.25 2 $120,450.76 $0.38 2 $110,450.76 $-333,769.09
2020-05-16 00:00:00 SELL $95.79 2 $16,797.08 $0.19 14 $6,797.08 $-19,039.69
2020-09-11 00:00:00 SELL $232.39 7 $30,568.21 $1.63 7 $20,568.21 $-40,483.16
2020-10-10 00:00:00 SELL $288.35 1 $157,581.88 $0.29 0 $147,581.88 $0.00
2021-01-10 00:00:00 BUY $325.66 7 $9,950.22 $2.28 27 $-49.78 $-5,483.47
2021-01-13 00:00:00 BUY $346.63 22 $78,288.47 $7.63 79 $68,288.47 $-491,227.22
2021-01-20 00:00:00 SELL $477.59 1 $117,017.96 $0.48 0 $107,017.96 $0.00
2021-01-22 00:00:00 SELL $99.04 66 $124,978.85 $6.54 27 $114,978.85 $-313,539.80
2021-01-27 00:00:00 SELL $423.50 78 $106,467.30 $33.03 25 $96,467.30 $-583,362.21
2021-02-07 00:00:00 BUY $450.05 93 $120,249.11 $41.85 101 $110,249.11 $-205,642.91
2021-03-03 00:00:00 SELL $205.52 1 $110,970.31 $0.21 1 $100,970.31 $-492,922.78
2021-03-27 00:00:00 BUY $63.15 45 $120,141.22 $2.84 46 $110,141.22 $-132,322.68
2021-06-02 00:00:00 SELL $489.49 10 $158,187.10 $4.89 5 $148,187.10 $-208,871.46
2021-07-26 00:00:00 SELL $424.19 13 $16,605.70 $5.51 16 $6,605.70 $-13,593.58
2021-08-27 00:00:00 SELL $400.27 7 $141,733.35 $2.80 15 $131,733.35 $-286,948.60
2021-08-28 00:00:00 SELL $190.70 23 $96,224.18 $4.39 17 $86,224.18 $-615,568.44
2021-09-15 00:00:00 SELL $225.10 35 $110,265.67 $7.88 6 $100,265.67 $-491,777.68
2022-02-08 00:00:00 SELL $225.07 26 $88,693.22 $5.85 134 $78,693.22 $-145,166.50
2022-08-15 00:00:00 SELL $459.86 93 $132,921.73 $42.77 105 $122,921.73 $-158,752.69
2022-08-30 00:00:00 BUY $127.32 7 $5,468.82 $0.89 20 $-4,531.18 $-2,370.07
2022-10-25 00:00:00 SELL $364.61 6 $17,659.43 $2.19 4 $7,659.43 $-7,395.92
2023-01-03 00:00:00 SELL $481.47 15 $117,551.04 $7.22 6 $107,551.04 $-390,499.13
2023-03-01 00:00:00 BUY $345.39 25 $29,430.23 $8.63 25 $19,430.23 $-80,176.40
2023-03-18 00:00:00 SELL $285.07 6 $120,068.64 $1.71 4 $110,068.64 $-333,011.32
2023-08-12 00:00:00 BUY $447.07 57 $85,922.04 $25.48 57 $75,922.04 $-467,645.34
2023-09-19 00:00:00 SELL $477.78 14 $23,479.34 $6.69 0 $13,479.34 $0.00
2023-11-04 00:00:00 SELL $353.68 2 $25,602.99 $0.71 6 $15,602.99 $-24,520.62
2024-01-07 00:00:00 SELL $309.27 7 $104,822.13 $2.16 44 $94,822.13 $-338,317.69
2024-04-26 00:00:00 SELL $320.91 4 $6,360.95 $1.28 13 $-3,639.05 $-744.66
2024-10-02 00:00:00 SELL $318.54 18 $109,146.67 $5.73 13 $99,146.67 $-524,557.33
2025-03-25 00:00:00 BUY $392.89 15 $82,847.28 $5.89 160 $72,847.28 $-106,570.68
2025-03-31 00:00:00 BUY $380.78 74 $81,594.30 $28.18 103 $71,594.30 $-67,829.14
2025-04-09 00:00:00 BUY $69.16 67 $13,361.39 $4.63 111 $3,361.39 $-55,430.25
2025-05-12 00:00:00 SELL $92.70 152 $73,467.20 $14.09 103 $63,467.20 $-584,401.96
2025-06-01 00:00:00 SELL $233.46 78 $138,440.56 $18.21 23 $128,440.56 $-287,583.20
SUMMARY (159 total orders) $138,440.56 $1400.73 - $19.96% -

USDNOK=X

Best: Linear Regression Pca ⏰ 1d
PSR
0.498
Sharpe Ratio
0.642
Total Orders
457
Net Profit
19.54%
Average Win
26.67%
Average Loss
-2.70%
Annual Return
19.54%
Max Drawdown
-8.71%
Win Rate
0.3%
Profit/Loss Ratio
6.25
Alpha
0.185
Beta
0.997
Sortino Ratio
0.620
Total Fees
$4,509.98
Strategy Capacity
$3,363,858
Portfolio Turnover
2.16%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Linear Regression Pca 1d 2.451 51.5% -21.2% 0.3% 🏆 BEST
2 Machine Learning Rsi 1d 2.441 58.4% -22.8% 0.6%
3 Mfi 1d 2.413 -0.6% -6.0% 0.5%
4 Rnn Linear Regression 1d 2.359 -4.0% -9.1% 0.4%
5 Inside Day 1d 2.272 37.0% -5.8% 0.5%
6 Support Vector Machines 1d 2.221 -2.4% -29.0% 0.3%
7 Stable Mean Revert 1d 2.181 59.7% -24.1% 0.6%
8 Linear Regression 1d 2.014 -3.4% -12.7% 0.3%
9 Pullback 1d 1.969 -8.8% -17.9% 0.3%
10 Neural Networks Recurrent Neural 1d 1.963 57.7% -23.1% 0.4%
11 Improved Index Trend 1d 1.933 31.9% -15.7% 0.6%
12 Ais Micro Test Diversity Gap 1d 1.828 13.8% -8.2% 0.6%
13 Bollinger Bands 1d 1.783 39.2% -5.7% 0.3%
14 Bullish Engulfing 1d 1.731 25.9% -9.8% 0.4%
15 Decision Tree 1d 1.629 53.2% -25.9% 0.4%
16 Turtle Trading 1d 1.583 1.8% -9.2% 0.5%
17 Donchian Channels Breakout 1d 1.550 39.3% -7.9% 0.6%
18 Donchian Boyt 1d 1.547 42.3% -29.3% 0.6%
19 Counter Punsh 1d 1.507 48.3% -20.7% 0.5%
20 Trend Risk Protection 1d 1.363 27.8% -7.9% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-03-08 00:00:00 BUY $144.93 87 $57,928.97 $12.61 162 $47,928.97 $-180,028.39
2023-03-12 00:00:00 SELL $430.00 421 $418,247.01 $181.03 95 $408,247.01 $-1,032,866.60
2023-04-09 00:00:00 BUY $225.83 9 $13,527.92 $2.03 9 $3,527.92 $-40,669.84
2023-04-23 00:00:00 BUY $65.54 1,244 $338,860.77 $81.54 1,245 $328,860.77 $-1,109,604.98
2023-06-06 00:00:00 SELL $212.14 16 $463,221.07 $3.39 36 $453,221.07 $-2,076,290.44
2023-07-24 00:00:00 BUY $60.26 110 $25,022.43 $6.63 110 $15,022.43 $-68,277.74
2023-08-16 00:00:00 BUY $268.41 360 $1,578,062.02 $96.63 746 $1,568,062.02 $-9,895,254.11
2023-09-07 00:00:00 SELL $427.18 91 $66,515.69 $38.87 43 $56,515.69 $-128,355.80
2023-09-09 00:00:00 SELL $167.95 10 $1,587,624.72 $1.68 1 $1,577,624.72 $-10,646,801.59
2023-09-10 00:00:00 BUY $100.47 663 $217,456.22 $66.61 754 $207,456.22 $-879,785.91
2023-09-16 00:00:00 SELL $229.72 1 $1,747,075.88 $0.23 2,408 $1,737,075.88 $-12,179,674.47
2023-10-09 00:00:00 SELL $320.19 211 $1,646,435.23 $67.56 18 $1,636,435.23 $-10,519,690.78
2023-12-14 00:00:00 SELL $254.59 15 $11,888.81 $3.82 2 $1,888.81 $-13,945.84
2024-01-18 00:00:00 SELL $211.55 4 $73,876.21 $0.85 9 $63,876.21 $-180,027.89
2024-02-04 00:00:00 SELL $337.88 78 $556,907.65 $26.35 46 $546,907.65 $-2,536,752.73
2024-02-11 00:00:00 BUY $277.17 367 $337,315.09 $101.72 383 $327,315.09 $-2,118,184.73
2024-02-12 00:00:00 SELL $158.74 1 $14,461.16 $0.16 0 $4,461.16 $0.00
2024-02-29 00:00:00 BUY $59.94 66 $9,753.82 $3.96 68 $-246.18 $-59,877.78
2024-03-04 00:00:00 SELL $121.70 1,504 $1,670,348.32 $183.04 410 $1,660,348.32 $-10,045,593.54
2024-03-18 00:00:00 SELL $320.57 605 $1,954,620.84 $193.95 224 $1,944,620.84 $-7,820,303.50
2024-04-30 00:00:00 BUY $452.79 49 $782,349.23 $22.19 1,149 $772,349.23 $-2,874,798.74
2024-05-06 00:00:00 SELL $279.05 3 $11,985.99 $0.84 12 $1,985.99 $-31,557.51
2024-05-25 00:00:00 SELL $379.39 209 $2,828,696.29 $79.29 140 $2,818,696.29 $-13,054,026.53
2024-06-04 00:00:00 BUY $110.40 1,137 $316,995.44 $125.53 1,202 $306,995.44 $-2,217,059.88
2024-06-21 00:00:00 BUY $385.27 605 $1,715,059.61 $233.09 1,764 $1,705,059.61 $-6,887,424.70
2024-06-30 00:00:00 SELL $182.34 1,669 $1,937,772.60 $304.33 1,108 $1,927,772.60 $-8,010,628.42
2024-07-01 00:00:00 SELL $284.00 4 $1,653,742.84 $1.14 1 $1,643,742.84 $-10,525,170.15
2024-07-02 00:00:00 BUY $432.99 2 $6,994.13 $0.87 3 $-3,005.87 $-5,432.53
2024-07-04 00:00:00 BUY $488.45 3 $325,281.89 $1.47 584 $315,281.89 $-1,937,619.09
2024-07-15 00:00:00 BUY $445.51 156 $589,888.51 $69.50 2,011 $579,888.51 $-2,302,141.60
2024-08-08 00:00:00 SELL $136.30 3,243 $1,630,038.24 $442.02 772 $1,620,038.24 $-6,532,554.22
2024-08-18 00:00:00 BUY $266.34 323 $470,792.57 $86.03 369 $460,792.57 $-2,454,014.15
2024-09-25 00:00:00 SELL $475.30 13 $1,652,607.99 $6.18 5 $1,642,607.99 $-10,523,077.63
2024-09-28 00:00:00 SELL $150.12 359 $1,585,946.87 $53.89 11 $1,575,946.87 $-10,645,318.21
2024-11-05 00:00:00 SELL $295.85 19 $2,162,077.67 $5.62 4 $2,152,077.67 $-8,772,000.95
2024-11-22 00:00:00 SELL $178.66 4 $73,030.85 $0.71 13 $63,030.85 $-179,609.32
2024-12-05 00:00:00 SELL $364.60 61 $1,863,829.99 $22.24 2 $1,853,829.99 $-10,191,389.70
2024-12-06 00:00:00 SELL $89.41 4 $13,375.96 $0.36 11 $3,375.96 $-56,162.61
2024-12-19 00:00:00 SELL $280.69 252 $1,977,729.73 $70.73 1,694 $1,967,729.73 $-12,257,361.59
2025-02-15 00:00:00 SELL $181.29 10 $27,401.95 $1.81 3 $17,401.95 $-67,365.57
2025-02-22 00:00:00 SELL $114.54 1,205 $1,760,868.73 $138.02 829 $1,750,868.73 $-7,797,156.75
2025-03-15 00:00:00 SELL $112.99 15 $52,089.95 $1.69 2 $42,089.95 $-119,169.97
2025-04-10 00:00:00 BUY $242.51 655 $384,005.90 $158.84 777 $374,005.90 $-1,736,655.08
2025-04-22 00:00:00 BUY $266.32 16 $12,806.89 $4.26 18 $2,806.89 $-18,139.87
2025-05-03 00:00:00 SELL $389.34 5 $124,335.68 $1.95 3 $114,335.68 $-490,752.60
2025-05-26 00:00:00 SELL $295.51 103 $371,750.00 $30.44 275 $361,750.00 $-2,143,074.19
2025-06-07 00:00:00 SELL $149.10 10 $38,412.52 $1.49 6 $28,412.52 $-87,438.48
2025-06-13 00:00:00 SELL $243.67 21 $15,788.36 $5.12 2 $5,788.36 $-29,784.69
2025-06-16 00:00:00 SELL $415.40 601 $588,267.36 $249.66 644 $578,267.36 $-1,005,220.42
2025-07-04 00:00:00 BUY $249.73 334 $512,012.98 $83.41 626 $502,012.98 $-1,263,010.01
SUMMARY (445 total orders) $512,012.98 $29062.05 - $19.54% -

USDDKK=X

Best: Linear Regression Pca ⏰ 1d
PSR
0.695
Sharpe Ratio
1.025
Total Orders
467
Net Profit
13.78%
Average Win
15.00%
Average Loss
-2.01%
Annual Return
13.78%
Max Drawdown
-10.39%
Win Rate
0.4%
Profit/Loss Ratio
4.70
Alpha
0.045
Beta
1.429
Sortino Ratio
1.622
Total Fees
$4,699.53
Strategy Capacity
$4,543,765
Portfolio Turnover
2.26%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Linear Regression Pca 1d 2.462 33.4% -23.7% 0.4% 🏆 BEST
2 Rnn Linear Regression 1d 2.435 70.8% -7.8% 0.6%
3 Rsi 1d 2.352 59.7% -19.1% 0.5%
4 Crude Oil 1d 2.349 56.0% -12.6% 0.4%
5 Markov 1d 2.341 67.4% -22.3% 0.4%
6 Buyandhold 1d 2.289 -5.6% -12.2% 0.4%
7 Bullish Engulfing 1d 2.163 -19.8% -29.4% 0.4%
8 Decision Tree 2 1d 1.932 -10.2% -18.5% 0.6%
9 Trend Risk Protection 1d 1.853 -18.1% -16.7% 0.7%
10 Mfi 1d 1.836 29.2% -19.3% 0.7%
11 Confident Trend 1d 1.783 22.4% -27.2% 0.5%
12 Support Vector Machines 1d 1.769 4.1% -27.3% 0.7%
13 Multi Layer Ema 1d 1.701 -13.7% -14.9% 0.3%
14 Donchian Channels Breakout 1d 1.605 -0.7% -5.6% 0.6%
15 Donchian Boyt 1d 1.498 67.8% -10.9% 0.5%
16 Wheel Strategy 1d 1.440 -18.6% -15.8% 0.7%
17 Stable Mean Revert 1d 1.407 -11.9% -18.9% 0.5%
18 Face The Train 1d 1.341 68.0% -8.0% 0.6%
19 Ais Micro Test Diversity Gap 1d 1.265 -6.2% -18.1% 0.6%
20 Inside Day 1d 1.249 16.8% -29.3% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-08-05 00:00:00 SELL $440.23 1,642 $2,243,776.28 $722.86 612 $2,233,776.28 $-13,157,303.08
2022-09-21 00:00:00 SELL $108.61 1 $9,655.20 $0.11 0 $-344.80 $0.00
2022-11-03 00:00:00 SELL $263.06 1 $37,736.77 $0.26 1 $27,736.77 $-112,258.27
2022-11-09 00:00:00 BUY $283.32 252 $1,163,069.46 $71.40 252 $1,153,069.46 $-2,191,392.77
2022-12-14 00:00:00 SELL $401.60 3,244 $2,876,092.60 $1302.80 5,604 $2,866,092.60 $-11,844,662.89
2023-01-24 00:00:00 SELL $326.48 3 $48,600.67 $0.98 0 $38,600.67 $0.00
2023-02-20 00:00:00 SELL $103.47 657 $1,262,591.97 $67.98 590 $1,252,591.97 $-4,028,878.86
2023-03-26 00:00:00 SELL $81.44 207 $260,274.88 $16.86 1 $250,274.88 $-652,389.60
2023-04-03 00:00:00 SELL $174.17 2 $7,014.46 $0.35 10 $-2,985.54 $-8,063.86
2023-04-14 00:00:00 SELL $327.39 19 $45,805.14 $6.22 9 $35,805.14 $-224,686.15
2023-04-21 00:00:00 BUY $420.47 1,664 $3,649,088.19 $699.67 1,667 $3,639,088.19 $-13,748,806.94
2023-07-04 00:00:00 BUY $369.91 21 $41,117.25 $7.77 54 $31,117.25 $-122,605.11
2023-08-04 00:00:00 SELL $497.94 2 $8,124.06 $1.00 2 $-1,875.94 $-5,164.51
2023-09-23 00:00:00 SELL $311.37 31 $240,991.44 $9.65 63 $230,991.44 $-661,845.37
2023-09-28 00:00:00 BUY $478.88 2 $8,696.48 $0.96 2 $-1,303.52 $504.91
2023-10-02 00:00:00 BUY $498.88 120 $215,776.54 $59.87 144 $205,776.54 $-481,501.19
2023-10-16 00:00:00 BUY $229.89 9 $6,666.47 $2.07 12 $-3,333.53 $-4,977.89
2023-11-19 00:00:00 BUY $425.36 639 $1,027,701.09 $271.80 939 $1,017,701.09 $-3,690,516.04
2023-11-20 00:00:00 SELL $324.81 36 $2,126,511.23 $11.69 224 $2,116,511.23 $-12,749,695.17
2023-11-30 00:00:00 BUY $162.06 62 $45,952.63 $10.05 70 $35,952.63 $-239,043.51
2023-12-09 00:00:00 SELL $269.62 150 $214,376.39 $40.44 69 $204,376.39 $-820,672.04
2023-12-27 00:00:00 BUY $452.94 185 $530,083.46 $83.79 432 $520,083.46 $-903,095.56
2024-01-06 00:00:00 BUY $87.71 216 $67,700.96 $18.95 373 $57,700.96 $-302,156.49
2024-03-16 00:00:00 SELL $238.12 6 $53,859.86 $1.43 3 $43,859.86 $-190,986.47
2024-03-20 00:00:00 SELL $60.95 16 $46,235.78 $0.98 20 $36,235.78 $-219,358.60
2024-04-10 00:00:00 BUY $414.18 5 $6,903.83 $2.07 5 $-3,096.17 $-2,018.60
2024-04-10 00:00:00 BUY $308.41 94 $231,348.68 $28.99 94 $221,348.68 $-623,480.34
2024-04-14 00:00:00 SELL $454.83 9 $32,411.59 $4.09 14 $22,411.59 $-93,398.39
2024-04-24 00:00:00 SELL $198.36 913 $2,493,799.12 $181.10 1,921 $2,483,799.12 $-9,579,141.63
2024-04-28 00:00:00 SELL $365.00 871 $1,960,917.59 $317.92 1,913 $1,950,917.59 $-11,533,451.11
2024-06-17 00:00:00 BUY $326.64 14 $12,529.18 $4.57 18 $2,529.18 $-55,485.16
2024-07-10 00:00:00 SELL $332.58 3 $57,742.77 $1.00 1 $47,742.77 $-195,390.44
2024-07-26 00:00:00 SELL $435.07 58 $993,626.84 $25.23 316 $983,626.84 $-1,460,727.96
2024-08-31 00:00:00 BUY $190.98 1,714 $1,147,491.68 $327.35 2,067 $1,137,491.68 $-5,712,301.15
2024-09-09 00:00:00 SELL $253.34 2 $24,730.39 $0.51 0 $14,730.39 $0.00
2024-09-09 00:00:00 SELL $496.17 933 $1,347,730.43 $462.92 481 $1,337,730.43 $-4,322,123.83
2024-10-06 00:00:00 BUY $389.25 328 $1,137,130.27 $127.67 443 $1,127,130.27 $-1,962,677.64
2024-10-07 00:00:00 SELL $321.99 69 $254,485.44 $22.22 3 $244,485.44 $-612,239.82
2024-11-08 00:00:00 BUY $188.49 1 $11,195.05 $0.19 38 $1,195.05 $-34,565.14
2024-11-23 00:00:00 SELL $405.55 35 $56,010.44 $14.19 8 $46,010.44 $-247,143.37
2024-12-01 00:00:00 BUY $347.66 978 $2,941,642.90 $340.01 983 $2,931,642.90 $-8,544,619.63
2025-02-16 00:00:00 BUY $134.47 292 $216,040.65 $39.27 292 $206,040.65 $-573,939.32
2025-02-27 00:00:00 SELL $404.23 2 $22,335.65 $0.81 1 $12,335.65 $-88,783.11
2025-03-06 00:00:00 SELL $480.20 34 $62,305.83 $16.33 47 $52,305.83 $-270,168.28
2025-03-24 00:00:00 SELL $236.67 142 $1,489,829.05 $33.61 140 $1,479,829.05 $-3,244,757.10
2025-04-22 00:00:00 SELL $229.58 72 $232,290.04 $16.53 72 $222,290.04 $-596,675.77
2025-05-10 00:00:00 BUY $446.22 119 $248,264.13 $53.10 151 $238,264.13 $-425,920.78
2025-06-28 00:00:00 SELL $248.66 62 $57,296.58 $15.42 15 $47,296.58 $-173,000.54
2025-07-05 00:00:00 SELL $405.29 136 $914,313.50 $55.12 540 $904,313.50 $-1,379,355.57
2025-07-24 00:00:00 SELL $60.19 184 $4,531,868.70 $11.08 230 $4,521,868.70 $-16,919,497.48
SUMMARY (440 total orders) $4,531,868.70 $40492.65 - $13.78% -

EURCZK=X

Best: Decision Tree 3 ⏰ 1d
PSR
0.851
Sharpe Ratio
1.074
Total Orders
228
Net Profit
49.16%
Average Win
15.92%
Average Loss
-3.73%
Annual Return
49.16%
Max Drawdown
-18.72%
Win Rate
0.5%
Profit/Loss Ratio
7.83
Alpha
0.184
Beta
0.752
Sortino Ratio
0.691
Total Fees
$1,618.83
Strategy Capacity
$1,780,158
Portfolio Turnover
0.87%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 3 1d 2.481 74.2% -23.8% 0.3% 🏆 BEST
2 Crude Oil 1d 2.439 76.4% -20.4% 0.6%
3 Wheel Strategy 1d 2.437 36.6% -7.1% 0.5%
4 Long Short Term Memory Neural Network 1d 2.411 31.0% -27.4% 0.7%
5 Bollinger Bands 1d 2.373 64.3% -23.4% 0.4%
6 Machine Learning Rsi 1d 2.356 -8.4% -19.1% 0.3%
7 Rsi 1d 2.307 70.5% -15.0% 0.7%
8 Lazy Trend Follower 1d 2.200 -2.3% -7.7% 0.3%
9 Confident Trend 1d 1.931 55.0% -13.7% 0.4%
10 Larry Williams 1d 1.885 39.4% -22.7% 0.4%
11 Inside Day 1d 1.882 60.3% -26.8% 0.7%
12 Ais Micro Test Diversity Gap 1d 1.860 50.6% -28.0% 0.5%
13 Neural Networks Recurrent Neural 1d 1.806 -1.9% -20.0% 0.3%
14 Multi Layer Ema 1d 1.749 76.8% -13.2% 0.3%
15 Face The Train 1d 1.748 65.8% -16.1% 0.6%
16 Buyandhold 1d 1.579 11.7% -27.6% 0.6%
17 Stable Mean Revert 1d 1.548 -7.1% -7.8% 0.5%
18 Linear Regression Pca 1d 1.529 72.6% -9.2% 0.4%
19 Decision Tree 2 1d 1.415 -16.7% -13.0% 0.6%
20 Bitcoin 1d 1.386 56.8% -5.3% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-07-07 00:00:00 BUY $472.16 1 $4,900.10 $0.47 1 $-5,099.90 $-44,028.75
2018-08-21 00:00:00 BUY $409.92 5 $5,282.70 $2.05 5 $-4,717.30 $-38,847.71
2019-04-02 00:00:00 BUY $467.00 4 $6,513.41 $1.87 4 $-3,486.59 $-12,412.18
2019-05-01 00:00:00 SELL $212.13 7 $9,049.23 $1.48 8 $-950.77 $-56,830.32
2019-06-04 00:00:00 SELL $290.59 2 $4,307.75 $0.58 9 $-5,692.25 $-41,885.57
2019-08-02 00:00:00 BUY $413.89 5 $6,201.25 $2.07 9 $-3,798.75 $170.79
2019-08-05 00:00:00 BUY $466.40 8 $9,812.43 $3.73 102 $-187.57 $-74,791.90
2019-08-09 00:00:00 BUY $217.37 4 $5,276.79 $0.87 7 $-4,723.21 $-8,373.43
2019-09-24 00:00:00 SELL $383.33 22 $13,905.02 $8.43 2 $3,905.02 $-68,267.02
2019-10-12 00:00:00 BUY $253.20 3 $8,367.00 $0.76 4 $-1,633.00 $-429.04
2020-02-14 00:00:00 SELL $402.96 1 $9,585.48 $0.40 0 $-414.52 $0.00
2020-03-17 00:00:00 SELL $352.27 1 $25,218.00 $0.35 1 $15,218.00 $-103,705.40
2020-08-15 00:00:00 BUY $470.90 4 $5,081.81 $1.88 4 $-4,918.19 $-45,997.22
2021-01-03 00:00:00 BUY $373.94 5 $5,299.58 $1.87 5 $-4,700.42 $-17,075.06
2021-07-12 00:00:00 BUY $465.17 6 $9,689.49 $2.79 6 $-310.51 $-56,328.68
2021-07-24 00:00:00 SELL $260.60 11 $26,298.14 $2.87 12 $16,298.14 $-93,322.58
2021-09-23 00:00:00 SELL $190.44 5 $6,967.58 $0.95 2 $-3,032.42 $-40,516.43
2021-10-04 00:00:00 BUY $466.30 1 $25,003.82 $0.47 1 $15,003.82 $-103,591.37
2021-10-10 00:00:00 BUY $179.58 1 $6,546.05 $0.18 3 $-3,453.95 $-6,438.52
2021-10-19 00:00:00 SELL $395.49 88 $98,423.71 $34.80 15 $88,423.71 $-171,872.35
2022-01-01 00:00:00 BUY $166.13 36 $15,209.79 $5.98 43 $5,209.79 $-71,164.73
2022-01-07 00:00:00 SELL $281.39 4 $6,206.25 $1.13 0 $-3,793.75 $0.00
2022-01-27 00:00:00 BUY $407.28 1 $7,138.21 $0.41 1 $-2,861.79 $-20,407.17
2022-02-04 00:00:00 SELL $473.53 1 $8,383.28 $0.47 0 $-1,616.72 $0.00
2022-04-17 00:00:00 BUY $379.34 2 $3,526.53 $0.76 5 $-6,473.47 $-43,689.88
2022-04-24 00:00:00 BUY $403.47 5 $92,789.24 $2.02 76 $82,789.24 $-167,050.16
2022-07-30 00:00:00 BUY $274.21 5 $5,603.26 $1.37 60 $-4,396.74 $-60,484.50
2022-10-25 00:00:00 SELL $187.71 8 $27,654.12 $1.50 5 $17,654.12 $-96,282.94
2022-12-17 00:00:00 SELL $244.77 19 $23,434.41 $4.65 23 $13,434.41 $-90,820.10
2022-12-29 00:00:00 SELL $483.02 1 $4,395.12 $0.48 2 $-5,604.88 $-32,762.72
2023-03-07 00:00:00 SELL $401.35 5 $6,826.96 $2.01 3 $-3,173.04 $-10,014.57
2023-06-06 00:00:00 SELL $164.52 2 $7,456.63 $0.33 1 $-2,543.37 $-38,703.59
2023-07-27 00:00:00 SELL $360.66 2 $17,824.28 $0.72 16 $7,824.28 $-72,537.83
2023-08-11 00:00:00 SELL $159.30 1 $7,518.66 $0.16 1 $-2,481.34 $-36,544.89
2023-10-22 00:00:00 BUY $385.60 38 $54,478.99 $14.65 41 $44,478.99 $-122,281.85
2023-11-23 00:00:00 SELL $306.64 1 $8,462.75 $0.31 1 $-1,537.25 $-2,848.70
2023-12-13 00:00:00 SELL $209.56 1 $8,672.10 $0.21 0 $-1,327.90 $0.00
2024-01-24 00:00:00 SELL $237.14 1 $8,156.41 $0.24 2 $-1,843.59 $-2,681.05
2024-02-13 00:00:00 BUY $181.32 8 $4,758.65 $1.45 11 $-5,241.35 $-51,748.86
2024-02-23 00:00:00 BUY $437.61 1 $5,488.73 $0.44 16 $-4,511.27 $-48,964.19
2024-04-18 00:00:00 SELL $323.81 7 $5,480.10 $2.27 24 $-4,519.90 $-61,262.15
2024-10-05 00:00:00 SELL $252.84 1 $25,470.59 $0.25 0 $15,470.59 $0.00
2024-10-15 00:00:00 SELL $465.75 1 $5,766.17 $0.47 1 $-4,233.83 $-46,348.90
2024-10-16 00:00:00 BUY $170.93 6 $2,788.52 $1.03 11 $-7,211.48 $-32,855.53
2024-12-03 00:00:00 SELL $197.06 16 $7,492.33 $3.15 1 $-2,507.67 $-28,522.09
2025-01-30 00:00:00 BUY $454.12 1 $4,822.21 $0.45 8 $-5,177.79 $-7,131.55
2025-05-25 00:00:00 BUY $287.86 35 $56,395.56 $10.08 119 $46,395.56 $-133,474.46
2025-05-27 00:00:00 SELL $104.55 1 $7,334.35 $0.10 0 $-2,665.65 $0.00
2025-06-09 00:00:00 BUY $434.56 3 $5,989.58 $1.30 5 $-4,010.42 $-6,418.54
2025-07-17 00:00:00 SELL $178.97 8 $6,316.32 $1.43 2 $-3,683.68 $-12,799.73
SUMMARY (204 total orders) $6,316.32 $487.73 - $49.16% -

EURHUF=X

Best: Turtle Trading ⏰ 1d
PSR
0.903
Sharpe Ratio
1.006
Total Orders
130
Net Profit
43.03%
Average Win
17.07%
Average Loss
-4.89%
Annual Return
43.03%
Max Drawdown
-17.17%
Win Rate
0.3%
Profit/Loss Ratio
6.44
Alpha
0.099
Beta
0.811
Sortino Ratio
1.111
Total Fees
$1,112.44
Strategy Capacity
$2,646,107
Portfolio Turnover
2.30%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Turtle Trading 1d 2.379 8.5% -23.9% 0.3% 🏆 BEST
2 Macd 1d 2.150 -11.5% -8.5% 0.7%
3 Linear Regression 1d 2.005 31.9% -10.3% 0.4%
4 Confident Trend 1d 1.973 11.2% -19.7% 0.7%
5 Counter Punsh 1d 1.878 -5.8% -19.6% 0.3%
6 Rnn Linear Regression 1d 1.847 64.6% -20.0% 0.6%
7 Donchian Channels Breakout 1d 1.689 39.5% -23.9% 0.3%
8 Svm Rnn 1d 1.665 2.3% -8.9% 0.3%
9 Multi Layer Ema 1d 1.625 -2.2% -21.3% 0.3%
10 Face The Train 1d 1.548 56.8% -20.4% 0.4%
11 Rsi 1d 1.538 14.3% -24.5% 0.3%
12 Linear Regression Pca 1d 1.499 73.5% -28.1% 0.6%
13 Mfi 1d 1.482 70.5% -29.8% 0.4%
14 Donchian Boyt 1d 1.428 23.6% -15.7% 0.5%
15 Ride The Aggression 1d 1.397 10.8% -20.7% 0.7%
16 Adx 1d 1.380 -2.8% -7.5% 0.6%
17 Machine Learning Rsi 1d 1.379 78.9% -24.4% 0.6%
18 Crude Oil 1d 1.121 36.9% -12.4% 0.5%
19 Long Short Term Memory Neural Network 1d 1.120 -19.5% -29.6% 0.3%
20 Russell Rebalancing Strategy 1d 1.111 -7.5% -22.7% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2012-11-21 00:00:00 BUY $127.28 16 $7,129.49 $2.04 20 $-2,870.51 $-38,369.08
2012-11-30 00:00:00 SELL $184.14 6 $6,624.10 $1.10 5 $-3,375.90 $-33,650.76
2013-04-23 00:00:00 SELL $157.35 11 $5,808.33 $1.73 6 $-4,191.67 $-16,665.24
2013-06-19 00:00:00 SELL $116.20 5 $6,870.97 $0.58 1 $-3,129.03 $-25,151.38
2013-09-21 00:00:00 SELL $265.04 15 $11,101.08 $3.98 5 $1,101.08 $-41,625.91
2013-10-25 00:00:00 BUY $179.80 8 $10,161.77 $1.44 8 $161.77 $-4,391.84
2013-12-24 00:00:00 SELL $78.16 17 $10,756.74 $1.33 23 $756.74 $-54,030.16
2014-09-14 00:00:00 SELL $266.82 1 $6,896.81 $0.27 0 $-3,103.19 $0.00
2014-11-22 00:00:00 SELL $468.43 1 $6,852.05 $0.47 0 $-3,147.95 $0.00
2015-03-03 00:00:00 BUY $446.05 4 $8,214.00 $1.78 4 $-1,786.00 $1,784.22
2015-04-09 00:00:00 SELL $342.86 2 $10,846.81 $0.69 6 $846.81 $-5,211.44
2015-05-11 00:00:00 BUY $331.46 6 $4,855.88 $1.99 6 $-5,144.12 $-15,620.59
2015-10-01 00:00:00 SELL $170.47 3 $11,293.89 $0.51 3 $1,293.89 $-37,284.29
2015-12-06 00:00:00 SELL $256.46 1 $6,846.63 $0.26 0 $-3,153.37 $0.00
2015-12-20 00:00:00 BUY $93.93 19 $13,226.00 $1.78 29 $3,226.00 $-47,526.52
2016-01-19 00:00:00 SELL $203.36 1 $7,528.08 $0.20 2 $-2,471.92 $-34,164.73
2016-05-11 00:00:00 SELL $353.69 2 $11,550.11 $0.71 0 $1,550.11 $0.00
2016-05-31 00:00:00 SELL $265.68 1 $7,720.50 $0.27 1 $-2,279.50 $-31,270.65
2016-07-05 00:00:00 BUY $101.79 9 $8,596.65 $0.92 18 $-1,403.35 $-9,098.92
2017-01-15 00:00:00 SELL $442.27 12 $11,963.84 $5.31 0 $1,963.84 $0.00
2017-02-28 00:00:00 SELL $379.34 33 $21,525.98 $12.52 2 $11,525.98 $-66,217.01
2017-03-09 00:00:00 BUY $207.49 4 $5,046.97 $0.83 13 $-4,953.03 $-30,854.53
2017-06-14 00:00:00 SELL $398.10 2 $9,513.69 $0.80 9 $-486.31 $-7,348.29
2017-07-03 00:00:00 SELL $171.60 1 $21,107.49 $0.17 1 $11,107.49 $-70,206.59
2017-07-29 00:00:00 SELL $273.75 1 $8,487.48 $0.27 3 $-1,512.52 $-962.94
2017-12-30 00:00:00 BUY $74.01 22 $5,222.12 $1.63 22 $-4,777.88 $-24,899.92
2018-01-24 00:00:00 BUY $363.82 4 $11,048.69 $1.46 4 $1,048.69 $-41,495.81
2018-04-19 00:00:00 SELL $206.95 3 $6,590.42 $0.62 1 $-3,409.58 $-17,402.39
2018-05-03 00:00:00 BUY $497.53 4 $5,186.63 $1.99 8 $-4,813.37 $-17,422.20
2018-11-18 00:00:00 BUY $435.84 3 $4,079.22 $1.31 17 $-5,920.78 $-8,892.54
2019-01-31 00:00:00 BUY $112.55 28 $9,020.14 $3.15 35 $-979.86 $-59,885.16
2019-04-04 00:00:00 SELL $98.32 2 $20,766.08 $0.20 0 $10,766.08 $0.00
2019-04-20 00:00:00 BUY $341.14 1 $7,846.52 $0.34 20 $-2,153.48 $-52,659.83
2020-06-17 00:00:00 BUY $385.97 2 $6,124.09 $0.77 2 $-3,875.91 $-24,984.33
2021-02-25 00:00:00 BUY $246.22 6 $8,132.91 $1.48 6 $-1,867.09 $-306.86
2021-04-16 00:00:00 BUY $306.72 7 $6,135.55 $2.15 7 $-3,864.45 $-27,242.25
2021-07-30 00:00:00 BUY $275.30 8 $7,642.44 $2.20 9 $-2,357.56 $-9,369.54
2021-09-05 00:00:00 BUY $332.96 11 $8,718.30 $3.66 11 $-1,281.70 $-3,606.02
2021-12-27 00:00:00 BUY $231.54 14 $8,305.27 $3.24 14 $-1,694.73 $-42,295.39
2022-08-15 00:00:00 SELL $103.28 3 $10,814.74 $0.31 0 $814.74 $0.00
2022-09-21 00:00:00 SELL $133.30 1 $9,611.73 $0.13 0 $-388.27 $0.00
2022-11-15 00:00:00 BUY $427.13 1 $5,802.17 $0.43 7 $-4,197.83 $-17,985.41
2023-03-27 00:00:00 SELL $68.17 16 $11,846.44 $1.09 7 $1,846.44 $-55,350.61
2023-04-02 00:00:00 SELL $496.04 2 $9,478.56 $0.99 1 $-521.44 $-1,288.16
2023-08-16 00:00:00 SELL $461.83 2 $8,450.81 $0.92 0 $-1,549.19 $0.00
2024-08-14 00:00:00 SELL $142.11 1 $20,936.05 $0.14 2 $10,936.05 $-70,093.96
2024-08-31 00:00:00 SELL $445.17 1 $14,135.58 $0.45 0 $4,135.58 $0.00
2025-04-11 00:00:00 BUY $308.71 4 $16,802.04 $1.23 35 $6,802.04 $-63,177.71
2025-06-18 00:00:00 SELL $278.56 2 $11,403.37 $0.56 4 $1,403.37 $-6,154.37
2025-07-03 00:00:00 SELL $478.74 4 $6,290.53 $1.91 6 $-3,709.47 $-22,395.12
SUMMARY (121 total orders) $6,290.53 $157.42 - $43.03% -

EURRON=X

Best: Turtle Trading ⏰ 1d
PSR
0.508
Sharpe Ratio
1.864
Total Orders
303
Net Profit
29.60%
Average Win
29.30%
Average Loss
-2.94%
Annual Return
29.60%
Max Drawdown
-6.30%
Win Rate
0.3%
Profit/Loss Ratio
2.16
Alpha
-0.070
Beta
1.626
Sortino Ratio
0.641
Total Fees
$4,275.64
Strategy Capacity
$3,159,536
Portfolio Turnover
1.33%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Turtle Trading 1d 2.498 -12.6% -14.5% 0.3% 🏆 BEST
2 Linear Regression 1d 2.399 46.2% -12.7% 0.4%
3 Svm Rnn 1d 2.317 29.0% -12.3% 0.5%
4 Rnn Linear Regression 1d 2.169 -16.1% -16.8% 0.4%
5 Bullish Engulfing 1d 2.106 12.8% -14.8% 0.4%
6 Long Short Term Memory Neural Network 1d 2.072 74.9% -28.3% 0.6%
7 Neural Networks Recurrent Neural 1d 2.069 73.6% -13.6% 0.7%
8 Inside Day 1d 2.058 74.1% -24.5% 0.4%
9 Decision Tree 3 1d 2.044 11.7% -16.9% 0.7%
10 Confident Trend 1d 1.924 -2.9% -17.4% 0.6%
11 Markov 1d 1.923 70.8% -23.1% 0.6%
12 Machine Learning Rsi 1d 1.897 57.0% -29.2% 0.4%
13 Lazy Trend Follower 1d 1.770 38.9% -23.5% 0.5%
14 Counter Punsh 1d 1.718 64.1% -26.5% 0.4%
15 Rsi 1d 1.596 32.0% -14.6% 0.4%
16 Improved Index Trend 1d 1.567 59.6% -22.3% 0.6%
17 Stable Mean Revert 1d 1.483 -14.4% -8.7% 0.4%
18 Ais Micro Test Diversity Gap 1d 1.409 71.9% -9.0% 0.6%
19 Face The Train 1d 1.342 71.1% -5.2% 0.6%
20 Russell Rebalancing Strategy 1d 1.321 9.1% -5.5% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-10-11 00:00:00 SELL $477.42 2 $7,273.68 $0.95 2 $-2,726.32 $-26,229.09
2020-10-17 00:00:00 BUY $383.50 12 $17,815.08 $4.60 46 $7,815.08 $-106,042.97
2020-12-12 00:00:00 SELL $186.98 13 $8,156.48 $2.43 2 $-1,843.52 $-16,923.49
2021-01-20 00:00:00 SELL $280.82 2 $8,203.92 $0.56 0 $-1,796.08 $0.00
2021-02-20 00:00:00 BUY $344.19 2 $10,739.69 $0.69 33 $739.69 $-83,595.20
2021-04-24 00:00:00 SELL $478.35 43 $73,110.04 $20.57 25 $63,110.04 $-173,836.70
2021-05-05 00:00:00 BUY $281.59 7 $5,427.48 $1.97 7 $-4,572.52 $-4,209.84
2021-07-26 00:00:00 BUY $122.47 14 $5,047.78 $1.71 17 $-4,952.22 $-13,102.37
2021-08-21 00:00:00 SELL $325.63 49 $55,090.52 $15.96 33 $45,090.52 $-261,516.23
2021-09-10 00:00:00 SELL $476.38 11 $111,780.82 $5.24 4 $101,780.82 $-413,545.32
2021-11-25 00:00:00 BUY $474.36 5 $7,489.07 $2.37 11 $-2,510.93 $-35,573.12
2021-12-06 00:00:00 SELL $312.06 10 $59,454.74 $3.12 11 $49,454.74 $-306,766.72
2022-01-10 00:00:00 SELL $489.72 13 $42,046.63 $6.37 11 $32,046.63 $-142,366.39
2022-03-11 00:00:00 BUY $219.77 14 $11,428.76 $3.08 31 $1,428.76 $-85,063.86
2022-03-22 00:00:00 SELL $398.18 1 $7,671.46 $0.40 1 $-2,328.54 $-26,785.76
2022-03-26 00:00:00 SELL $177.27 29 $61,880.41 $5.14 86 $51,880.41 $-354,577.21
2022-03-30 00:00:00 SELL $461.47 2 $10,545.42 $0.92 1 $545.42 $-58,086.06
2022-05-10 00:00:00 BUY $282.98 9 $9,857.77 $2.55 15 $-142.23 $-72,181.24
2022-05-29 00:00:00 SELL $272.46 3 $7,245.69 $0.82 0 $-2,754.31 $0.00
2022-06-03 00:00:00 BUY $372.46 6 $53,300.79 $2.23 140 $43,300.79 $-324,014.66
2022-08-22 00:00:00 BUY $453.74 1 $5,210.71 $0.45 33 $-4,789.29 $-52,439.31
2022-09-11 00:00:00 SELL $334.78 24 $56,744.85 $8.03 115 $46,744.85 $-331,322.83
2022-10-01 00:00:00 BUY $244.85 1 $9,159.65 $0.24 2 $-840.35 $-62,201.39
2023-01-31 00:00:00 SELL $219.90 5 $6,525.90 $1.10 2 $-3,474.10 $-7,712.26
2023-04-02 00:00:00 BUY $111.24 34 $31,914.65 $3.78 34 $21,914.65 $-139,100.38
2023-04-22 00:00:00 BUY $347.72 5 $7,458.59 $1.74 5 $-2,541.41 $-31,505.43
2023-05-17 00:00:00 SELL $63.80 69 $44,256.30 $4.40 38 $34,256.30 $-239,896.12
2023-06-15 00:00:00 BUY $373.62 38 $50,215.30 $14.20 41 $40,215.30 $-279,299.48
2023-08-27 00:00:00 BUY $398.49 1 $5,728.13 $0.40 15 $-4,271.87 $-10,921.65
2023-10-18 00:00:00 SELL $173.52 14 $11,508.11 $2.43 4 $1,508.11 $-79,054.44
2023-12-22 00:00:00 SELL $365.83 5 $10,646.00 $1.83 0 $646.00 $0.00
2023-12-23 00:00:00 SELL $409.44 10 $31,626.63 $4.09 18 $21,626.63 $-135,512.54
2023-12-26 00:00:00 SELL $441.32 3 $11,965.06 $1.32 0 $1,965.06 $0.00
2024-01-01 00:00:00 BUY $231.24 4 $6,319.79 $0.92 4 $-3,680.21 $-25,334.01
2024-01-28 00:00:00 SELL $284.19 8 $10,543.30 $2.27 1 $543.30 $-39,572.39
2024-01-28 00:00:00 SELL $341.74 129 $71,981.83 $44.08 10 $61,981.83 $-343,164.65
2024-07-16 00:00:00 SELL $199.86 1 $24,621.68 $0.20 0 $14,621.68 $0.00
2024-08-03 00:00:00 SELL $384.72 93 $57,180.54 $35.78 47 $47,180.54 $-161,314.18
2024-09-13 00:00:00 SELL $321.11 4 $9,404.75 $1.28 1 $-595.25 $-62,369.99
2024-09-14 00:00:00 BUY $220.54 11 $22,193.36 $2.43 11 $12,193.36 $-103,381.91
2024-10-10 00:00:00 BUY $173.76 7 $12,571.62 $1.22 7 $2,571.62 $-70,816.17
2024-12-06 00:00:00 SELL $182.40 25 $49,888.55 $4.56 19 $39,888.55 $-320,841.35
2024-12-18 00:00:00 SELL $58.28 40 $53,803.45 $2.33 117 $43,803.45 $-373,398.80
2024-12-28 00:00:00 BUY $407.41 22 $63,009.75 $8.96 32 $53,009.75 $-333,544.76
2025-01-29 00:00:00 BUY $312.10 39 $39,150.48 $12.17 82 $29,150.48 $-234,498.14
2025-01-31 00:00:00 BUY $205.99 13 $6,289.39 $2.68 19 $-3,710.61 $-39,249.05
2025-03-02 00:00:00 SELL $239.54 1 $10,644.00 $0.24 0 $644.00 $0.00
2025-04-30 00:00:00 BUY $186.19 13 $8,122.53 $2.42 14 $-1,877.47 $-55,940.86
2025-05-09 00:00:00 BUY $94.56 62 $44,019.87 $5.86 81 $34,019.87 $-316,647.41
2025-05-13 00:00:00 SELL $304.53 3 $6,764.10 $0.91 3 $-3,235.90 $-14,270.81
SUMMARY (283 total orders) $6,764.10 $933.54 - $29.60% -

GBPPLN=X

Best: Russell Rebalancing Strategy ⏰ 1d
PSR
0.481
Sharpe Ratio
1.915
Total Orders
157
Net Profit
46.80%
Average Win
22.30%
Average Loss
-4.96%
Annual Return
46.80%
Max Drawdown
-8.49%
Win Rate
0.5%
Profit/Loss Ratio
7.86
Alpha
0.040
Beta
0.934
Sortino Ratio
1.317
Total Fees
$3,060.81
Strategy Capacity
$3,535,093
Portfolio Turnover
1.88%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Russell Rebalancing Strategy 1d 2.492 34.5% -25.0% 0.5% 🏆 BEST
2 Crude Oil 1d 2.429 63.2% -18.5% 0.4%
3 Trend Risk Protection 1d 2.403 54.7% -27.0% 0.5%
4 Mfi 1d 2.384 2.0% -26.0% 0.5%
5 Rnn Linear Regression 1d 2.331 72.0% -9.8% 0.4%
6 Improved Index Trend 1d 2.314 25.7% -16.8% 0.3%
7 Machine Learning Rsi 1d 2.197 75.7% -8.2% 0.6%
8 Confident Trend 1d 2.180 30.9% -19.4% 0.4%
9 Rsi 1d 2.173 48.3% -6.1% 0.5%
10 Neural Networks Recurrent Neural 1d 2.160 17.7% -12.3% 0.5%
11 Wheel Strategy 1d 2.152 54.7% -29.9% 0.5%
12 Pullback 1d 2.092 73.9% -24.1% 0.4%
13 Buyandhold 1d 2.087 64.3% -8.7% 0.4%
14 Macd 1d 2.074 32.4% -16.1% 0.3%
15 Linear Regression Pca 1d 2.053 56.0% -9.0% 0.3%
16 Decision Tree 2 1d 2.040 16.3% -7.6% 0.5%
17 Ais Micro Test Diversity Gap 1d 1.920 4.1% -23.6% 0.5%
18 Decision Tree 1d 1.786 -9.1% -18.5% 0.7%
19 Support Vector Machines 1d 1.760 -0.7% -27.4% 0.5%
20 Multi Layer Ema 1d 1.743 -0.9% -15.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2016-06-02 00:00:00 SELL $454.00 13 $11,860.44 $5.90 7 $1,860.44 $-4,318.49
2016-06-25 00:00:00 SELL $149.96 1 $19,103.02 $0.15 0 $9,103.02 $0.00
2016-06-29 00:00:00 BUY $151.24 21 $40,426.19 $3.18 36 $30,426.19 $-48,101.98
2016-11-17 00:00:00 BUY $418.33 17 $21,112.95 $7.11 29 $11,112.95 $-132,043.93
2016-11-26 00:00:00 SELL $474.65 22 $42,564.87 $10.44 17 $32,564.87 $-107,582.88
2016-12-21 00:00:00 SELL $422.88 3 $13,127.82 $1.27 4 $3,127.82 $-5,804.96
2016-12-26 00:00:00 BUY $78.94 2 $23,232.54 $0.16 3 $13,232.54 $-158,352.11
2017-01-27 00:00:00 BUY $195.47 11 $21,257.97 $2.15 11 $11,257.97 $-181,174.93
2017-07-05 00:00:00 SELL $145.53 3 $7,749.64 $0.44 8 $-2,250.36 $-2,086.28
2017-07-06 00:00:00 SELL $73.67 69 $25,965.17 $5.08 17 $15,965.17 $-139,778.86
2017-08-13 00:00:00 SELL $442.79 2 $14,012.52 $0.89 2 $4,012.52 $-6,610.90
2017-09-14 00:00:00 SELL $208.85 1 $8,798.06 $0.21 0 $-1,201.94 $0.00
2018-03-29 00:00:00 BUY $147.72 42 $28,849.19 $6.20 68 $18,849.19 $-116,827.51
2018-08-08 00:00:00 BUY $217.61 9 $5,614.33 $1.96 73 $-4,385.67 $-160,827.60
2019-02-25 00:00:00 SELL $89.73 4 $8,589.42 $0.36 1 $-1,410.58 $-1,677.68
2019-04-13 00:00:00 BUY $219.98 31 $24,356.09 $6.82 42 $14,356.09 $-26,180.22
2019-05-07 00:00:00 SELL $189.02 33 $40,260.37 $6.24 7 $30,260.37 $-71,690.69
2019-06-05 00:00:00 SELL $58.09 21 $18,440.99 $1.22 13 $8,440.99 $-156,678.42
2020-05-18 00:00:00 SELL $160.51 4 $20,593.25 $0.64 0 $10,593.25 $0.00
2020-06-22 00:00:00 BUY $69.92 6 $7,574.77 $0.42 64 $-2,425.23 $-171,818.52
2020-12-07 00:00:00 SELL $451.60 12 $28,231.65 $5.42 12 $18,231.65 $-138,756.24
2021-02-03 00:00:00 SELL $388.13 1 $23,120.60 $0.39 5 $13,120.60 $-29,990.16
2021-03-01 00:00:00 BUY $163.49 26 $14,847.98 $4.25 26 $4,847.98 $-9,676.99
2021-03-03 00:00:00 SELL $198.36 5 $20,210.43 $0.99 3 $10,210.43 $-162,854.36
2021-04-24 00:00:00 SELL $389.28 19 $16,234.07 $7.40 9 $6,234.07 $-9,926.31
2021-05-25 00:00:00 SELL $308.98 1 $14,623.53 $0.31 0 $4,623.53 $0.00
2021-06-13 00:00:00 SELL $290.45 12 $17,621.53 $3.49 17 $7,621.53 $-13,948.53
2021-12-04 00:00:00 BUY $371.32 7 $23,241.74 $2.60 70 $13,241.74 $-70,959.83
2021-12-09 00:00:00 SELL $213.46 24 $24,861.02 $5.12 1 $14,861.02 $-29,591.31
2021-12-24 00:00:00 BUY $441.91 18 $20,886.90 $7.95 86 $10,886.90 $-95,072.85
2022-01-14 00:00:00 SELL $109.72 5 $19,219.63 $0.55 8 $9,219.63 $-162,571.65
2022-02-28 00:00:00 SELL $387.03 1 $35,715.47 $0.39 6 $25,715.47 $-83,853.14
2022-04-18 00:00:00 SELL $493.33 1 $17,699.67 $0.49 6 $7,699.67 $-10,469.85
2022-05-05 00:00:00 BUY $182.66 59 $25,843.58 $10.78 63 $15,843.58 $-74,667.63
2022-05-29 00:00:00 SELL $372.90 31 $33,369.33 $11.56 43 $23,369.33 $-90,909.06
2022-09-27 00:00:00 SELL $88.79 5 $22,605.56 $0.44 2 $12,605.56 $-181,895.28
2023-02-02 00:00:00 SELL $183.82 7 $43,567.99 $1.29 19 $33,567.99 $-59,991.81
2023-04-10 00:00:00 SELL $324.76 2 $6,472.36 $0.65 10 $-3,527.64 $-2,009.50
2023-07-15 00:00:00 SELL $71.28 29 $35,434.43 $2.07 14 $25,434.43 $-105,945.66
2023-07-31 00:00:00 SELL $297.88 2 $39,373.28 $0.60 2 $29,373.28 $-80,658.15
2023-08-19 00:00:00 BUY $239.39 11 $11,663.36 $2.63 11 $1,663.36 $-5,347.88
2023-08-23 00:00:00 BUY $223.29 39 $32,133.04 $8.71 39 $22,133.04 $-98,235.28
2023-09-11 00:00:00 BUY $453.78 21 $34,029.10 $9.53 40 $24,029.10 $-45,333.26
2023-09-29 00:00:00 SELL $186.63 3 $18,835.65 $0.56 92 $8,835.65 $-87,342.06
2023-10-02 00:00:00 BUY $225.55 15 $20,127.43 $3.38 15 $10,127.43 $-15,502.89
2023-12-22 00:00:00 BUY $439.04 14 $14,960.21 $6.15 43 $4,960.21 $-132,408.27
2024-08-28 00:00:00 SELL $86.31 2 $21,880.10 $0.17 1 $11,880.10 $-186,113.99
2025-05-30 00:00:00 BUY $469.25 3 $8,230.84 $1.41 5 $-1,769.16 $1,986.57
2025-06-14 00:00:00 SELL $477.11 4 $36,763.82 $1.91 19 $26,763.82 $-72,188.78
2025-07-05 00:00:00 SELL $164.09 2 $39,701.13 $0.33 0 $29,701.13 $0.00
SUMMARY (146 total orders) $39,701.13 $400.28 - $46.80% -

USDPLN=X

Best: Markov ⏰ 1d
PSR
0.516
Sharpe Ratio
0.415
Total Orders
123
Net Profit
48.96%
Average Win
20.28%
Average Loss
-4.77%
Annual Return
48.96%
Max Drawdown
-15.20%
Win Rate
0.6%
Profit/Loss Ratio
6.73
Alpha
0.013
Beta
1.249
Sortino Ratio
0.714
Total Fees
$1,794.53
Strategy Capacity
$4,313,354
Portfolio Turnover
0.61%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Markov 1d 2.478 31.3% -27.2% 0.6% 🏆 BEST
2 Donchian Boyt 1d 2.423 63.5% -20.2% 0.5%
3 Mfi 1d 2.334 57.7% -28.6% 0.6%
4 Rsi 1d 2.333 -11.6% -28.9% 0.7%
5 Long Short Term Memory Neural Network 1d 2.313 69.2% -26.5% 0.5%
6 Linear Regression Pca 1d 2.157 18.3% -12.8% 0.4%
7 Bitcoin 1d 2.154 32.2% -9.1% 0.4%
8 Stan Weinstein 1d 2.025 20.2% -11.6% 0.4%
9 Russell Rebalancing Strategy 1d 1.968 26.1% -21.6% 0.4%
10 Adx 1d 1.952 40.0% -10.1% 0.6%
11 Stable Mean Revert 1d 1.835 65.6% -14.2% 0.7%
12 Weekly Breakout 1d 1.822 66.9% -27.0% 0.3%
13 Pullback 1d 1.760 46.7% -27.1% 0.5%
14 Machine Learning Rsi 1d 1.706 71.2% -21.7% 0.5%
15 Crude Oil 1d 1.674 30.3% -28.9% 0.6%
16 Decision Tree 2 1d 1.664 27.0% -20.9% 0.5%
17 Larry Williams 1d 1.633 47.3% -23.8% 0.3%
18 Improved Index Trend 1d 1.602 -12.2% -24.5% 0.5%
19 Inside Day 1d 1.482 10.1% -16.5% 0.6%
20 Support Vector Machines 1d 1.481 -0.8% -24.4% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2013-02-17 00:00:00 BUY $183.32 24 $79,882.54 $4.40 24 $69,882.54 $-109,525.23
2013-04-03 00:00:00 SELL $404.13 10 $15,224.68 $4.04 1 $5,224.68 $-28,722.69
2013-05-17 00:00:00 BUY $295.52 10 $16,680.55 $2.96 11 $6,680.55 $-39,927.12
2014-03-24 00:00:00 BUY $388.25 15 $17,548.89 $5.82 66 $7,548.89 $-48,065.50
2014-06-18 00:00:00 BUY $405.67 10 $15,745.61 $4.06 14 $5,745.61 $-8,225.34
2015-01-02 00:00:00 BUY $479.32 8 $24,814.39 $3.83 120 $14,814.39 $-47,462.49
2015-02-06 00:00:00 SELL $353.53 7 $15,909.37 $2.47 3 $5,909.37 $-20,731.42
2015-04-29 00:00:00 SELL $477.63 7 $18,491.36 $3.34 4 $8,491.36 $-41,267.29
2015-12-03 00:00:00 BUY $177.50 29 $23,378.42 $5.15 51 $13,378.42 $-59,489.56
2016-12-17 00:00:00 SELL $323.56 12 $21,427.74 $3.88 54 $11,427.74 $-62,041.26
2016-12-24 00:00:00 BUY $281.99 7 $7,112.38 $1.97 30 $-2,887.62 $-3,471.08
2017-01-05 00:00:00 SELL $169.40 1 $23,153.74 $0.17 0 $13,153.74 $0.00
2017-04-15 00:00:00 SELL $350.32 1 $11,511.87 $0.35 4 $1,511.87 $-7,252.95
2017-04-24 00:00:00 SELL $479.47 1 $16,388.36 $0.48 2 $6,388.36 $-20,833.07
2017-08-18 00:00:00 BUY $290.32 2 $8,743.05 $0.58 5 $-1,256.95 $-749.90
2017-10-03 00:00:00 SELL $450.38 14 $21,802.90 $6.31 19 $11,802.90 $-46,513.78
2018-03-06 00:00:00 SELL $359.10 2 $19,190.58 $0.72 2 $9,190.58 $-45,414.80
2018-03-09 00:00:00 BUY $166.64 11 $21,318.84 $1.83 11 $11,318.84 $-53,384.68
2018-10-02 00:00:00 SELL $488.72 26 $19,806.35 $12.71 4 $9,806.35 $-11,949.83
2018-10-25 00:00:00 SELL $201.52 1 $15,425.99 $0.20 0 $5,425.99 $0.00
2018-12-26 00:00:00 SELL $399.44 2 $84,417.10 $0.80 5 $74,417.10 $-116,327.50
2019-04-04 00:00:00 BUY $75.12 34 $21,736.16 $2.55 34 $11,736.16 $-59,400.11
2019-05-10 00:00:00 BUY $156.48 17 $9,705.31 $2.66 19 $-294.69 $-5,681.02
2019-12-10 00:00:00 SELL $106.52 37 $26,523.72 $3.94 24 $16,523.72 $-86,720.52
2020-02-05 00:00:00 BUY $385.57 7 $16,488.89 $2.70 9 $6,488.89 $-42,662.87
2020-05-20 00:00:00 SELL $239.25 10 $24,929.50 $2.39 1 $14,929.50 $-58,654.81
2020-09-10 00:00:00 SELL $230.46 5 $82,988.26 $1.15 9 $72,988.26 $-116,250.55
2020-10-17 00:00:00 SELL $227.24 5 $14,180.78 $1.14 12 $4,180.78 $-22,404.45
2020-11-10 00:00:00 SELL $405.30 1 $9,324.27 $0.41 3 $-675.73 $-985.60
2020-12-30 00:00:00 SELL $111.90 9 $15,186.87 $1.01 3 $5,186.87 $-24,795.60
2021-07-12 00:00:00 SELL $196.17 53 $39,934.66 $10.40 6 $29,934.66 $-92,103.93
2021-10-21 00:00:00 BUY $154.10 4 $9,088.28 $0.62 23 $-911.72 $-7,769.99
2022-02-15 00:00:00 SELL $310.29 91 $53,022.43 $28.24 29 $43,022.43 $-99,816.79
2022-02-24 00:00:00 SELL $256.33 7 $18,473.09 $1.79 4 $8,473.09 $-45,107.66
2022-04-28 00:00:00 BUY $161.36 25 $17,698.05 $4.03 59 $7,698.05 $-54,987.89
2022-06-21 00:00:00 BUY $383.06 10 $13,437.16 $3.83 10 $3,437.16 $-14,130.85
2022-06-30 00:00:00 SELL $297.53 74 $202,359.42 $22.02 13 $192,359.42 $-270,187.98
2022-07-07 00:00:00 SELL $170.01 42 $121,253.35 $7.14 11 $111,253.35 $-236,735.72
2022-07-09 00:00:00 SELL $245.58 2 $17,864.24 $0.49 26 $7,864.24 $-43,974.01
2022-08-30 00:00:00 SELL $422.15 5 $24,384.52 $2.11 3 $14,384.52 $-55,784.33
2023-02-07 00:00:00 SELL $484.35 49 $84,548.33 $23.73 131 $74,548.33 $-78,429.67
2023-02-08 00:00:00 SELL $315.69 2 $83,619.02 $0.63 7 $73,619.02 $-116,114.87
2023-03-01 00:00:00 BUY $452.07 6 $22,523.44 $2.71 6 $12,523.44 $-56,181.66
2023-04-21 00:00:00 SELL $382.82 3 $19,638.67 $1.15 1 $9,638.67 $-42,794.98
2023-05-12 00:00:00 SELL $345.09 7 $18,902.09 $2.42 2 $8,902.09 $-48,141.81
2023-05-15 00:00:00 SELL $435.61 206 $180,363.97 $89.74 87 $170,363.97 $-236,158.09
2023-12-10 00:00:00 BUY $134.60 175 $60,838.84 $23.55 180 $50,838.84 $-94,097.01
2024-07-26 00:00:00 BUY $72.80 55 $29,547.94 $4.00 59 $19,547.94 $-84,981.93
2024-09-24 00:00:00 SELL $181.13 8 $137,949.85 $1.45 22 $127,949.85 $-183,577.08
2025-03-05 00:00:00 BUY $152.54 90 $45,512.25 $13.73 289 $35,512.25 $-123,065.34
SUMMARY (115 total orders) $45,512.25 $744.89 - $48.96% -

USDCZK=X

Best: Support Vector Machines ⏰ 1d
PSR
0.455
Sharpe Ratio
1.220
Total Orders
352
Net Profit
38.69%
Average Win
24.70%
Average Loss
-7.93%
Annual Return
38.69%
Max Drawdown
-19.44%
Win Rate
0.4%
Profit/Loss Ratio
2.80
Alpha
0.180
Beta
0.966
Sortino Ratio
0.659
Total Fees
$3,102.07
Strategy Capacity
$2,750,259
Portfolio Turnover
0.78%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Support Vector Machines 1d 2.497 -12.0% -15.5% 0.3% 🏆 BEST
2 Svm Rnn 1d 2.489 53.0% -25.4% 0.4%
3 Donchian Boyt 1d 2.445 21.4% -9.2% 0.3%
4 Stable Mean Revert 1d 2.188 64.4% -6.8% 0.5%
5 Trend Risk Protection 1d 2.183 37.9% -21.8% 0.7%
6 Ride The Aggression 1d 2.141 30.4% -24.2% 0.5%
7 Crude Oil 1d 2.123 4.3% -15.3% 0.6%
8 Rnn Linear Regression 1d 2.106 33.2% -25.9% 0.5%
9 Larry Williams 1d 2.087 49.2% -10.1% 0.5%
10 Markov 1d 2.026 76.7% -7.0% 0.5%
11 Donchian Channels Breakout 1d 1.912 67.1% -11.3% 0.7%
12 Multi Layer Ema 1d 1.903 52.5% -20.2% 0.5%
13 Decision Tree 1d 1.795 18.3% -27.5% 0.7%
14 Inside Day 1d 1.757 -11.1% -19.1% 0.3%
15 Long Short Term Memory Neural Network 1d 1.731 6.3% -5.0% 0.3%
16 Linear Regression 1d 1.648 74.2% -23.4% 0.3%
17 Adx 1d 1.622 37.8% -19.5% 0.5%
18 Pullback 1d 1.602 53.3% -11.3% 0.6%
19 Bullish Engulfing 1d 1.579 22.0% -9.9% 0.4%
20 Linear Regression Pca 1d 1.440 74.2% -13.7% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-12-10 00:00:00 SELL $161.60 1 $44,110.43 $0.16 2 $34,110.43 $-107,563.64
2021-01-13 00:00:00 BUY $118.06 489 $180,711.45 $57.73 497 $170,711.45 $-1,249,952.86
2021-02-20 00:00:00 SELL $437.90 6 $7,749.77 $2.63 8 $-2,250.23 $-1,783.07
2021-03-10 00:00:00 SELL $376.47 72 $299,770.85 $27.11 43 $289,770.85 $-793,056.68
2021-03-12 00:00:00 SELL $104.24 4 $5,125.02 $0.42 14 $-4,874.98 $-3,826.95
2021-05-08 00:00:00 BUY $60.25 73 $19,889.32 $4.40 79 $9,889.32 $-22,414.80
2021-05-20 00:00:00 BUY $53.72 11 $45,826.15 $0.59 11 $35,826.15 $-61,760.87
2021-07-08 00:00:00 SELL $184.54 15 $36,032.87 $2.77 22 $26,032.87 $-139,358.24
2021-12-22 00:00:00 SELL $377.97 2 $36,465.64 $0.76 1 $26,465.64 $-214,577.93
2022-03-18 00:00:00 SELL $377.59 1 $39,423.10 $0.38 10 $29,423.10 $-109,917.72
2022-04-27 00:00:00 BUY $82.00 458 $95,588.45 $37.56 461 $85,588.45 $-704,231.53
2022-05-30 00:00:00 BUY $122.94 58 $29,293.46 $7.13 63 $19,293.46 $-26,263.88
2022-06-23 00:00:00 BUY $353.93 13 $102,237.09 $4.60 460 $92,237.09 $-494,314.57
2022-07-28 00:00:00 SELL $193.48 101 $237,544.22 $19.54 10 $227,544.22 $-1,306,692.91
2022-08-17 00:00:00 BUY $423.30 7 $34,461.53 $2.96 13 $24,461.53 $-151,304.41
2022-09-11 00:00:00 BUY $133.84 166 $145,474.24 $22.22 183 $135,474.24 $-470,690.52
2022-10-25 00:00:00 SELL $68.20 2 $24,291.98 $0.14 6 $14,291.98 $-26,765.37
2022-10-25 00:00:00 SELL $468.61 1 $43,772.34 $0.47 5 $33,772.34 $-141,603.69
2022-11-01 00:00:00 SELL $299.31 4 $269,901.26 $1.20 0 $259,901.26 $0.00
2022-12-20 00:00:00 BUY $197.96 73 $51,522.41 $14.45 77 $41,522.41 $-401,205.29
2023-01-22 00:00:00 SELL $364.74 33 $309,411.46 $12.04 129 $299,411.46 $-1,524,682.55
2023-03-20 00:00:00 SELL $487.04 13 $147,875.13 $6.33 64 $137,875.13 $-1,067,485.78
2023-05-01 00:00:00 SELL $460.77 221 $282,440.32 $101.83 276 $272,440.32 $-1,239,185.84
2023-05-29 00:00:00 SELL $196.40 20 $11,334.15 $3.93 29 $1,334.15 $-3,482.68
2023-07-24 00:00:00 BUY $258.13 37 $27,333.67 $9.55 37 $17,333.67 $-205,405.03
2023-08-11 00:00:00 SELL $327.67 88 $185,688.20 $28.83 275 $175,688.20 $-882,899.45
2023-08-22 00:00:00 SELL $227.48 9 $132,951.00 $2.05 4 $122,951.00 $-740,440.05
2023-09-10 00:00:00 SELL $51.60 17 $23,806.62 $0.88 9 $13,806.62 $-26,710.14
2023-09-20 00:00:00 SELL $413.15 1 $58,733.43 $0.41 1 $48,733.43 $-379,026.49
2023-09-22 00:00:00 SELL $141.14 2 $41,741.22 $0.28 4 $31,741.22 $-146,521.82
2023-10-26 00:00:00 SELL $61.66 2 $207,766.47 $0.12 2 $197,766.47 $-995,591.70
2023-11-01 00:00:00 BUY $55.22 49 $7,410.02 $2.71 49 $-2,589.98 $-3,766.78
2023-11-07 00:00:00 SELL $485.78 235 $159,367.93 $114.16 6 $149,367.93 $-480,164.43
2023-11-19 00:00:00 SELL $82.58 225 $127,170.81 $18.58 125 $117,170.81 $-1,088,334.08
2024-02-01 00:00:00 SELL $265.52 10 $176,783.89 $2.66 16 $166,783.89 $-1,125,332.65
2024-03-16 00:00:00 BUY $481.27 18 $41,817.95 $8.66 18 $31,817.95 $-54,581.14
2024-04-16 00:00:00 BUY $472.82 77 $125,027.48 $36.41 162 $115,027.48 $-1,068,281.43
2024-05-07 00:00:00 BUY $113.55 5 $40,347.17 $0.57 67 $30,347.17 $-318,170.91
2024-07-22 00:00:00 SELL $108.12 34 $57,867.10 $3.68 14 $47,867.10 $-444,407.57
2024-08-21 00:00:00 SELL $194.97 302 $350,668.07 $58.88 27 $340,668.07 $-1,495,299.64
2024-09-12 00:00:00 BUY $243.61 10 $17,786.98 $2.44 88 $7,786.98 $-10,135.26
2024-09-22 00:00:00 SELL $328.88 191 $85,063.08 $62.82 11 $75,063.08 $-261,119.55
2024-09-23 00:00:00 SELL $337.46 1 $50,354.69 $0.34 1 $40,354.69 $-62,906.55
2024-12-14 00:00:00 SELL $226.91 82 $36,374.91 $18.61 6 $26,374.91 $-32,647.46
2025-01-02 00:00:00 BUY $478.61 26 $62,999.29 $12.44 547 $52,999.29 $-426,678.23
2025-02-02 00:00:00 BUY $328.71 11 $9,295.36 $3.62 31 $-704.64 $1,011.53
2025-02-20 00:00:00 BUY $371.05 6 $50,959.79 $2.23 29 $40,959.79 $-340,185.92
2025-03-02 00:00:00 SELL $53.24 6 $39,034.92 $0.32 44 $29,034.92 $-404,835.94
2025-04-29 00:00:00 SELL $337.24 3 $359,042.62 $1.01 1 $349,042.62 $-1,500,226.63
2025-07-15 00:00:00 BUY $134.15 16 $42,074.98 $2.15 18 $32,074.98 $-69,492.22
SUMMARY (337 total orders) $42,074.98 $3582.64 - $38.69% -

USDHUF=X

Best: Adx ⏰ 1d
PSR
0.671
Sharpe Ratio
0.742
Total Orders
65
Net Profit
38.49%
Average Win
29.13%
Average Loss
-3.32%
Annual Return
38.49%
Max Drawdown
-6.17%
Win Rate
0.5%
Profit/Loss Ratio
5.45
Alpha
0.008
Beta
0.908
Sortino Ratio
0.283
Total Fees
$822.62
Strategy Capacity
$2,670,971
Portfolio Turnover
2.33%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Adx 1d 2.437 26.1% -23.1% 0.3% 🏆 BEST
2 Larry Williams 1d 2.335 32.6% -25.4% 0.3%
3 Long Short Term Memory Neural Network 1d 2.288 28.6% -17.0% 0.6%
4 Decision Tree 2 1d 2.221 76.0% -13.9% 0.7%
5 Improved Index Trend 1d 2.218 54.3% -21.0% 0.5%
6 Bullish Engulfing 1d 2.196 31.5% -17.6% 0.5%
7 Mfi 1d 2.137 19.3% -18.7% 0.3%
8 Ais Micro Test Diversity Gap 1d 2.133 30.9% -11.9% 0.7%
9 Lazy Trend Follower 1d 2.115 76.0% -14.9% 0.3%
10 Macd 1d 1.872 53.7% -25.3% 0.5%
11 Multi Layer Ema 1d 1.816 74.5% -20.5% 0.4%
12 Machine Learning Rsi 1d 1.805 6.3% -9.4% 0.7%
13 Support Vector Machines 1d 1.797 29.7% -23.8% 0.3%
14 Inside Day 1d 1.672 76.2% -21.3% 0.3%
15 Ride The Aggression 1d 1.661 -1.7% -29.9% 0.3%
16 Svm Rnn 1d 1.626 47.1% -25.4% 0.3%
17 Bollinger Bands 1d 1.581 -16.9% -5.9% 0.6%
18 Wheel Strategy 1d 1.347 55.9% -23.1% 0.6%
19 Bitcoin 1d 1.320 13.6% -18.4% 0.7%
20 Stable Mean Revert 1d 1.175 -13.8% -17.9% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2004-10-21 00:00:00 SELL $356.87 2 $23,124.99 $0.71 1 $13,124.99 $-59,620.15
2004-10-29 00:00:00 SELL $149.27 3 $8,879.55 $0.45 0 $-1,120.45 $0.00
2005-07-16 00:00:00 BUY $464.77 5 $7,614.58 $2.32 5 $-2,385.42 $141.17
2006-04-07 00:00:00 SELL $195.57 14 $21,259.65 $2.74 7 $11,259.65 $-58,608.03
2006-12-16 00:00:00 SELL $253.11 10 $16,873.48 $2.53 6 $6,873.48 $-18,897.34
2007-03-15 00:00:00 SELL $139.96 2 $22,169.76 $0.28 0 $12,169.76 $0.00
2007-04-30 00:00:00 SELL $455.02 12 $22,281.67 $5.46 9 $12,281.67 $-51,361.40
2007-11-12 00:00:00 SELL $329.35 7 $17,852.50 $2.31 5 $7,852.50 $-48,775.62
2008-10-08 00:00:00 SELL $389.67 5 $9,761.58 $1.95 2 $-238.42 $-1,403.32
2010-05-29 00:00:00 SELL $209.79 8 $18,568.45 $1.68 1 $8,568.45 $-51,172.31
2010-10-14 00:00:00 SELL $188.21 1 $23,049.42 $0.19 0 $13,049.42 $0.00
2011-02-16 00:00:00 BUY $156.71 26 $14,489.93 $4.07 27 $4,489.93 $-47,150.95
2011-04-19 00:00:00 BUY $194.52 20 $13,411.80 $3.89 20 $3,411.80 $-22,497.51
2011-04-22 00:00:00 SELL $492.52 1 $17,271.74 $0.49 35 $7,271.74 $-21,082.19
2011-07-15 00:00:00 SELL $288.37 4 $22,411.96 $1.15 3 $12,411.96 $-59,111.92
2013-11-27 00:00:00 SELL $149.45 10 $16,779.71 $1.49 36 $6,779.71 $-32,940.20
2014-08-08 00:00:00 BUY $339.40 17 $17,349.39 $5.77 18 $7,349.39 $-53,867.79
2014-10-09 00:00:00 SELL $409.22 2 $8,432.20 $0.82 3 $-1,567.80 $-3,278.86
2014-10-23 00:00:00 BUY $344.47 7 $14,459.76 $2.41 13 $4,459.76 $-15,937.87
2015-01-23 00:00:00 SELL $225.86 21 $16,912.90 $4.74 12 $6,912.90 $-68,206.11
2015-06-30 00:00:00 SELL $127.06 13 $15,286.68 $1.65 46 $5,286.68 $-32,475.92
2015-08-18 00:00:00 SELL $316.72 10 $16,575.80 $3.17 10 $6,575.80 $-27,111.09
2015-12-10 00:00:00 BUY $112.01 15 $13,012.95 $1.68 31 $3,012.95 $-28,685.04
2016-06-28 00:00:00 SELL $292.25 5 $19,252.68 $1.46 2 $9,252.68 $-14,928.57
2016-07-04 00:00:00 BUY $467.30 4 $9,138.49 $1.87 17 $-861.51 $-3,122.60
2017-04-07 00:00:00 SELL $237.66 21 $17,792.87 $4.99 7 $7,792.87 $-13,849.49
2017-06-12 00:00:00 BUY $64.43 40 $6,558.68 $2.58 57 $-3,441.32 $-9,263.32
2017-12-08 00:00:00 SELL $437.50 8 $20,409.41 $3.50 4 $10,409.41 $-69,166.42
2018-03-16 00:00:00 SELL $259.84 1 $8,405.02 $0.26 1 $-1,594.98 $-4,980.06
2018-07-28 00:00:00 SELL $72.54 8 $22,861.40 $0.58 1 $12,861.40 $-55,384.02
2018-11-25 00:00:00 SELL $242.22 4 $15,427.67 $0.97 9 $5,427.67 $-20,647.32
2019-01-06 00:00:00 BUY $399.46 6 $15,549.34 $2.40 12 $5,549.34 $-43,232.06
2019-10-11 00:00:00 SELL $215.68 29 $12,807.08 $6.25 28 $2,807.08 $-9,474.10
2020-04-02 00:00:00 SELL $181.59 18 $20,537.12 $3.27 17 $10,537.12 $-35,233.42
2020-05-20 00:00:00 BUY $152.30 14 $6,405.27 $2.13 14 $-3,594.73 $-3,107.70
2020-06-02 00:00:00 BUY $399.31 3 $15,376.68 $1.20 13 $5,376.68 $-25,087.28
2020-06-10 00:00:00 BUY $215.26 21 $18,524.41 $4.52 21 $8,524.41 $-50,936.07
2021-05-23 00:00:00 SELL $492.95 14 $13,299.73 $6.90 0 $3,299.73 $0.00
2021-05-31 00:00:00 SELL $134.72 1 $8,539.60 $0.13 0 $-1,460.40 $0.00
2021-08-06 00:00:00 SELL $89.67 2 $9,940.74 $0.18 0 $-59.26 $0.00
2021-09-20 00:00:00 BUY $366.69 2 $8,145.44 $0.73 2 $-1,854.56 $-3,773.14
2022-09-10 00:00:00 SELL $90.29 15 $21,890.13 $1.35 2 $11,890.13 $-38,139.90
2022-10-27 00:00:00 SELL $244.04 6 $13,326.35 $1.46 17 $3,326.35 $-22,239.18
2022-11-04 00:00:00 BUY $196.08 17 $10,026.10 $3.33 17 $26.10 $-4,399.89
2023-01-19 00:00:00 BUY $109.34 41 $13,636.61 $4.48 59 $3,636.61 $-27,386.33
2023-04-01 00:00:00 BUY $344.64 15 $12,174.60 $5.17 33 $2,174.60 $-54,373.66
2023-04-19 00:00:00 SELL $425.14 1 $13,362.87 $0.43 0 $3,362.87 $0.00
2025-01-19 00:00:00 BUY $361.22 1 $12,938.15 $0.36 1 $2,938.15 $-7,010.88
2025-01-23 00:00:00 BUY $212.25 10 $13,303.05 $2.12 19 $3,303.05 $-18,794.56
2025-03-15 00:00:00 SELL $246.11 4 $11,009.55 $0.98 13 $1,009.55 $-7,867.27
SUMMARY (63 total orders) $11,009.55 $152.35 - $38.49% -

USDRON=X

Best: Crude Oil ⏰ 1d
PSR
0.638
Sharpe Ratio
0.270
Total Orders
150
Net Profit
43.64%
Average Win
34.31%
Average Loss
-4.94%
Annual Return
43.64%
Max Drawdown
-15.83%
Win Rate
0.5%
Profit/Loss Ratio
3.66
Alpha
-0.070
Beta
1.213
Sortino Ratio
0.481
Total Fees
$2,449.85
Strategy Capacity
$4,952,004
Portfolio Turnover
1.53%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Crude Oil 1d 2.499 37.0% -11.0% 0.3% 🏆 BEST
2 Weekly Breakout 1d 2.496 -8.9% -12.0% 0.3%
3 Macd 1d 2.465 -17.9% -6.6% 0.7%
4 Trend Risk Protection 1d 2.418 8.2% -8.3% 0.5%
5 Ride The Aggression 1d 2.214 -18.2% -10.2% 0.6%
6 Wheel Strategy 1d 2.194 78.6% -13.1% 0.3%
7 Ais Micro Test Diversity Gap 1d 2.164 49.7% -29.9% 0.7%
8 Rsi 1d 2.154 58.3% -14.5% 0.7%
9 Long Short Term Memory Neural Network 1d 2.080 53.0% -17.5% 0.5%
10 Donchian Channels Breakout 1d 2.019 4.8% -12.3% 0.6%
11 Improved Index Trend 1d 1.990 20.0% -9.6% 0.5%
12 Decision Tree 2 1d 1.970 73.2% -7.5% 0.4%
13 Stable Mean Revert 1d 1.861 70.3% -18.2% 0.6%
14 Russell Rebalancing Strategy 1d 1.860 34.4% -27.1% 0.4%
15 Svm Rnn 1d 1.836 10.9% -6.9% 0.3%
16 Turtle Trading 1d 1.801 -13.0% -25.0% 0.5%
17 Lazy Trend Follower 1d 1.795 -17.5% -25.9% 0.3%
18 Decision Tree 3 1d 1.788 1.8% -16.4% 0.3%
19 Linear Regression Pca 1d 1.720 32.5% -12.9% 0.3%
20 Linear Regression 1d 1.708 64.8% -16.4% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2015-01-28 00:00:00 BUY $124.86 15 $5,794.50 $1.87 44 $-4,205.50 $-28,547.49
2015-01-28 00:00:00 BUY $327.14 12 $22,709.51 $3.93 65 $12,709.51 $-55,803.90
2015-07-30 00:00:00 SELL $257.81 12 $7,493.60 $3.09 9 $-2,506.40 $-16,225.73
2015-08-11 00:00:00 SELL $52.35 6 $8,258.77 $0.31 0 $-1,741.23 $0.00
2015-08-26 00:00:00 SELL $102.05 15 $50,698.47 $1.53 11 $40,698.47 $-120,785.54
2015-09-04 00:00:00 BUY $342.85 37 $47,622.89 $12.69 37 $37,622.89 $-85,704.97
2015-09-15 00:00:00 SELL $85.14 1 $18,344.04 $0.09 39 $8,344.04 $-48,898.43
2016-01-04 00:00:00 SELL $352.29 31 $57,281.98 $10.92 13 $47,281.98 $-121,650.68
2016-02-07 00:00:00 SELL $142.20 25 $16,427.73 $3.55 17 $6,427.73 $-68,992.95
2016-07-11 00:00:00 SELL $91.30 5 $8,997.72 $0.46 1 $-1,002.28 $-9,469.06
2016-12-09 00:00:00 BUY $346.41 2 $49,057.84 $0.69 36 $39,057.84 $-121,282.91
2017-02-04 00:00:00 SELL $51.84 14 $8,525.87 $0.73 6 $-1,474.13 $-26,900.79
2017-06-28 00:00:00 BUY $184.50 34 $42,913.43 $6.27 35 $32,913.43 $-79,994.61
2017-08-18 00:00:00 SELL $497.77 3 $46,670.38 $1.49 13 $36,670.38 $-79,981.05
2017-10-10 00:00:00 SELL $50.41 1 $72,751.62 $0.05 5 $62,751.62 $-155,374.57
2017-11-10 00:00:00 SELL $199.86 1 $8,397.88 $0.20 1 $-1,602.12 $-13,449.89
2018-03-01 00:00:00 SELL $387.80 2 $63,623.64 $0.78 0 $53,623.64 $0.00
2018-03-15 00:00:00 BUY $130.98 33 $46,371.91 $4.32 44 $36,371.91 $-116,145.13
2018-05-23 00:00:00 BUY $407.39 1 $6,639.74 $0.41 6 $-3,360.26 $-9,064.25
2018-06-05 00:00:00 BUY $405.55 6 $7,944.96 $2.43 6 $-2,055.04 $-1,652.50
2018-10-16 00:00:00 SELL $377.69 7 $11,184.10 $2.64 0 $1,184.10 $0.00
2019-02-10 00:00:00 SELL $185.84 11 $19,579.87 $2.04 1 $9,579.87 $-40,476.52
2019-04-18 00:00:00 BUY $166.75 54 $48,714.84 $9.00 68 $38,714.84 $-135,283.31
2019-07-28 00:00:00 SELL $425.60 3 $9,612.14 $1.28 0 $-387.86 $0.00
2019-12-27 00:00:00 BUY $105.44 21 $6,892.87 $2.21 21 $-3,107.13 $-21,030.40
2020-03-26 00:00:00 SELL $385.57 6 $20,919.51 $2.31 0 $10,919.51 $0.00
2020-05-02 00:00:00 BUY $122.12 3 $19,601.83 $0.37 3 $9,601.83 $-40,750.26
2020-05-08 00:00:00 BUY $437.64 10 $24,953.51 $4.38 25 $14,953.51 $-41,277.99
2020-06-10 00:00:00 SELL $243.48 1 $8,143.07 $0.24 7 $-1,856.93 $-2,381.44
2020-06-11 00:00:00 SELL $96.52 2 $7,848.70 $0.19 3 $-2,151.30 $-13,360.18
2020-07-05 00:00:00 BUY $395.67 12 $17,537.71 $4.75 12 $7,537.71 $-31,166.31
2020-08-07 00:00:00 BUY $201.91 15 $54,469.87 $3.03 143 $44,469.87 $-143,820.65
2020-09-22 00:00:00 BUY $378.60 4 $4,403.00 $1.51 21 $-5,597.00 $-9,081.06
2020-10-22 00:00:00 BUY $461.38 16 $20,316.66 $7.38 18 $10,316.66 $-48,290.55
2021-02-01 00:00:00 SELL $77.04 3 $7,655.85 $0.23 5 $-2,344.15 $-13,264.55
2021-02-19 00:00:00 SELL $116.79 1 $7,669.30 $0.12 29 $-2,330.70 $-30,654.46
2021-10-07 00:00:00 SELL $305.61 6 $56,842.97 $1.83 9 $46,842.97 $-108,325.20
2022-03-13 00:00:00 SELL $239.91 3 $21,805.37 $0.72 1 $11,805.37 $-35,674.41
2022-05-02 00:00:00 SELL $330.77 2 $8,541.67 $0.66 6 $-1,458.33 $-7,575.75
2022-05-24 00:00:00 BUY $372.54 7 $7,552.63 $2.61 30 $-2,447.37 $-20,257.41
2022-08-25 00:00:00 SELL $390.22 4 $27,706.06 $1.56 2 $17,706.06 $-55,814.89
2022-10-04 00:00:00 SELL $454.29 5 $74,946.06 $2.27 9 $64,946.06 $-187,704.82
2023-04-21 00:00:00 SELL $480.10 1 $20,059.49 $0.48 0 $10,059.49 $0.00
2023-05-14 00:00:00 BUY $454.27 1 $19,604.77 $0.45 1 $9,604.77 $-40,208.09
2023-11-22 00:00:00 BUY $342.38 6 $18,608.42 $2.05 6 $8,608.42 $-39,428.73
2024-09-21 00:00:00 BUY $262.72 6 $9,606.21 $1.58 6 $-393.79 $-26,428.59
2024-10-05 00:00:00 SELL $367.10 5 $74,585.30 $1.84 0 $64,585.30 $0.00
2024-11-11 00:00:00 BUY $242.44 20 $18,258.98 $4.85 40 $8,258.98 $-37,672.41
2025-05-15 00:00:00 SELL $356.97 2 $62,848.81 $0.71 2 $52,848.81 $-133,732.36
2025-06-05 00:00:00 SELL $486.70 2 $20,664.74 $0.97 0 $10,664.74 $0.00
SUMMARY (134 total orders) $20,664.74 $448.96 - $43.64% -

USDRUB=X

Best: Stable Mean Revert ⏰ 1d
PSR
0.483
Sharpe Ratio
1.487
Total Orders
375
Net Profit
19.18%
Average Win
26.88%
Average Loss
-2.01%
Annual Return
19.18%
Max Drawdown
-10.00%
Win Rate
0.6%
Profit/Loss Ratio
7.57
Alpha
-0.078
Beta
0.690
Sortino Ratio
0.811
Total Fees
$2,957.34
Strategy Capacity
$4,747,610
Portfolio Turnover
1.14%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Stable Mean Revert 1d 2.370 43.4% -26.4% 0.6% 🏆 BEST
2 Decision Tree 1d 2.305 16.4% -18.5% 0.4%
3 Weekly Breakout 1d 2.206 79.2% -25.0% 0.4%
4 Donchian Channels Breakout 1d 2.205 22.6% -19.3% 0.3%
5 Support Vector Machines 1d 2.201 26.8% -20.2% 0.3%
6 Linear Regression Pca 1d 2.126 28.2% -14.3% 0.4%
7 Counter Punsh 1d 2.079 73.1% -21.6% 0.7%
8 Macd 1d 2.014 2.0% -21.2% 0.4%
9 Lazy Trend Follower 1d 1.983 -19.2% -27.9% 0.6%
10 Svm Rnn 1d 1.924 20.6% -29.9% 0.6%
11 Inside Day 1d 1.920 52.9% -10.0% 0.3%
12 Ais Micro Test Diversity Gap 1d 1.914 18.3% -15.4% 0.4%
13 Bollinger Bands 1d 1.788 -13.0% -26.7% 0.3%
14 Rnn Linear Regression 1d 1.669 54.0% -24.1% 0.3%
15 Linear Regression 1d 1.655 38.2% -23.3% 0.4%
16 Adx 1d 1.639 29.2% -6.1% 0.3%
17 Crude Oil 1d 1.631 45.2% -24.6% 0.3%
18 Trend Risk Protection 1d 1.466 57.8% -23.1% 0.6%
19 Larry Williams 1d 1.450 0.9% -12.1% 0.6%
20 Wheel Strategy 1d 1.391 44.7% -9.5% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-02-01 00:00:00 SELL $277.62 2,840 $2,207,498.05 $788.45 2,695 $2,197,498.05 $-5,800,712.37
2022-02-09 00:00:00 SELL $232.69 2,246 $3,246,531.08 $522.63 118 $3,236,531.08 $-13,434,914.34
2022-03-07 00:00:00 SELL $236.68 211 $698,936.88 $49.94 199 $688,936.88 $-2,040,594.98
2022-04-05 00:00:00 SELL $399.95 837 $883,192.70 $334.75 345 $873,192.70 $-2,313,617.81
2022-04-09 00:00:00 SELL $430.38 62 $81,957.60 $26.68 6 $71,957.60 $-53,575.89
2022-04-14 00:00:00 SELL $260.47 804 $2,594,903.45 $209.42 1,712 $2,584,903.45 $-7,969,485.54
2022-04-15 00:00:00 SELL $391.98 70 $2,121,723.74 $27.44 239 $2,111,723.74 $-11,412,060.20
2022-06-12 00:00:00 SELL $352.82 6 $416,863.46 $2.12 209 $406,863.46 $-528,723.63
2022-08-12 00:00:00 BUY $318.99 588 $1,681,827.82 $187.57 4,946 $1,671,827.82 $-2,715,878.74
2022-09-18 00:00:00 BUY $491.46 35 $630,820.12 $17.20 137 $620,820.12 $-1,071,942.91
2022-10-09 00:00:00 BUY $474.57 3 $97,735.24 $1.42 3 $87,735.24 $-132,194.24
2022-11-10 00:00:00 BUY $103.25 815 $1,688,755.27 $84.15 1,902 $1,678,755.27 $-3,409,110.60
2022-11-10 00:00:00 SELL $430.34 1,905 $3,283,386.50 $819.81 2,642 $3,273,386.50 $-11,414,131.56
2022-11-28 00:00:00 SELL $253.09 446 $648,038.46 $112.88 102 $638,038.46 $-1,113,458.27
2023-02-24 00:00:00 BUY $244.19 357 $317,591.83 $87.18 570 $307,591.83 $-496,212.34
2023-02-28 00:00:00 BUY $216.85 2,530 $2,341,657.50 $548.63 2,589 $2,331,657.50 $-17,315,076.50
2023-05-02 00:00:00 SELL $311.48 314 $2,600,794.19 $97.80 1,929 $2,590,794.19 $-8,125,931.26
2023-07-26 00:00:00 SELL $287.12 15 $146,415.87 $4.31 6 $136,415.87 $-262,291.33
2023-08-21 00:00:00 SELL $65.14 518 $2,628,609.68 $33.74 1,194 $2,618,609.68 $-8,337,635.75
2023-10-02 00:00:00 SELL $240.55 130 $1,664,219.14 $31.27 861 $1,654,219.14 $-5,833,305.54
2023-10-13 00:00:00 SELL $53.16 333 $404,855.34 $17.70 213 $394,855.34 $-624,079.02
2023-12-03 00:00:00 SELL $378.29 3 $2,890,837.05 $1.13 59 $2,880,837.05 $-17,854,182.76
2023-12-18 00:00:00 SELL $273.89 298 $3,642,205.24 $81.62 627 $3,632,205.24 $-19,360,468.69
2024-02-02 00:00:00 SELL $159.55 14 $7,966.24 $2.23 17 $-2,033.76 $-1,548.66
2024-02-02 00:00:00 SELL $142.31 4,360 $2,301,691.80 $620.48 586 $2,291,691.80 $-4,397,770.80
2024-03-05 00:00:00 SELL $293.86 68 $399,772.42 $19.98 204 $389,772.42 $-512,720.34
2024-03-18 00:00:00 SELL $59.79 1 $145,094.98 $0.06 6 $135,094.98 $-267,655.87
2024-05-04 00:00:00 BUY $357.63 37 $88,706.95 $13.23 75 $78,706.95 $-176,509.48
2024-05-28 00:00:00 SELL $279.87 1,637 $2,916,782.95 $458.14 2,065 $2,906,782.95 $-18,525,210.68
2024-06-09 00:00:00 SELL $63.72 12 $81,019.26 $0.76 82 $71,019.26 $-110,155.21
2024-06-16 00:00:00 BUY $56.38 761 $617,553.62 $42.90 1,780 $607,553.62 $-1,803,688.64
2024-06-22 00:00:00 SELL $316.27 439 $2,983,000.95 $138.84 105 $2,973,000.95 $-17,110,246.05
2024-07-19 00:00:00 BUY $395.52 643 $2,430,844.87 $254.32 1,340 $2,420,844.87 $-7,174,563.32
2024-08-24 00:00:00 SELL $234.51 51 $140,507.10 $11.96 27 $130,507.10 $-280,058.05
2024-09-24 00:00:00 SELL $333.56 36 $2,270,929.09 $12.01 1,075 $2,260,929.09 $-9,712,178.92
2024-11-18 00:00:00 SELL $281.15 3 $143,983.75 $0.84 10 $133,983.75 $-265,203.13
2024-12-08 00:00:00 BUY $232.77 128 $414,748.66 $29.79 215 $404,748.66 $-522,622.84
2024-12-08 00:00:00 SELL $465.93 240 $2,817,418.22 $111.82 787 $2,807,418.22 $-16,776,768.88
2024-12-18 00:00:00 BUY $394.86 391 $445,950.41 $154.39 518 $435,950.41 $-1,065,156.46
2024-12-28 00:00:00 SELL $461.50 251 $264,608.96 $115.84 185 $254,608.96 $-403,543.48
2025-02-10 00:00:00 BUY $303.35 1,897 $2,365,637.10 $575.46 1,996 $2,355,637.10 $-5,943,419.32
2025-03-14 00:00:00 BUY $65.79 43 $32,093.10 $2.83 72 $22,093.10 $-37,449.38
2025-03-17 00:00:00 SELL $344.49 380 $2,772,193.63 $130.91 44 $2,762,193.63 $-7,599,842.62
2025-03-21 00:00:00 BUY $454.86 87 $172,247.90 $39.57 230 $162,247.90 $-211,553.16
2025-04-06 00:00:00 SELL $222.53 1 $144,206.05 $0.22 9 $134,206.05 $-266,011.89
2025-04-21 00:00:00 SELL $497.83 70 $1,001,750.88 $34.85 19 $991,750.88 $-2,442,140.10
2025-07-01 00:00:00 SELL $264.19 3 $626,375.76 $0.79 0 $616,375.76 $0.00
2025-07-12 00:00:00 BUY $450.56 75 $2,052,729.40 $33.79 468 $2,042,729.40 $-11,189,008.79
2025-07-16 00:00:00 SELL $298.52 310 $612,951.76 $92.54 68 $602,951.76 $-1,546,318.46
2025-07-22 00:00:00 SELL $362.13 3 $79,488.51 $1.09 2 $69,488.51 $-90,100.21
SUMMARY (371 total orders) $79,488.51 $48212.57 - $19.18% -

EURRUB=X

Best: Mfi ⏰ 1d
PSR
0.920
Sharpe Ratio
0.903
Total Orders
345
Net Profit
33.40%
Average Win
16.64%
Average Loss
-5.47%
Annual Return
33.40%
Max Drawdown
-16.43%
Win Rate
0.6%
Profit/Loss Ratio
2.08
Alpha
0.122
Beta
1.653
Sortino Ratio
1.435
Total Fees
$1,498.60
Strategy Capacity
$4,904,006
Portfolio Turnover
2.10%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Mfi 1d 2.483 -12.5% -5.1% 0.6% 🏆 BEST
2 Bollinger Bands 1d 2.471 27.8% -14.3% 0.3%
3 Rsi 1d 2.456 78.9% -6.7% 0.5%
4 Trend Risk Protection 1d 2.392 18.7% -10.9% 0.6%
5 Wheel Strategy 1d 2.339 -6.2% -8.2% 0.5%
6 Confident Trend 1d 2.325 72.3% -10.8% 0.6%
7 Stable Mean Revert 1d 2.278 3.9% -12.6% 0.6%
8 Weekly Breakout 1d 2.233 22.2% -8.4% 0.3%
9 Neural Networks Recurrent Neural 1d 2.227 -8.3% -5.7% 0.5%
10 Long Short Term Memory Neural Network 1d 2.175 27.2% -22.4% 0.3%
11 Macd 1d 2.172 48.1% -22.4% 0.4%
12 Decision Tree 3 1d 2.169 52.6% -17.0% 0.4%
13 Turtle Trading 1d 2.168 71.8% -13.7% 0.6%
14 Bitcoin 1d 2.044 51.1% -25.3% 0.7%
15 Lazy Trend Follower 1d 1.864 34.9% -29.2% 0.5%
16 Donchian Boyt 1d 1.859 30.3% -8.0% 0.6%
17 Crude Oil 1d 1.808 -0.4% -12.6% 0.4%
18 Linear Regression 1d 1.710 35.6% -25.8% 0.3%
19 Stan Weinstein 1d 1.709 58.3% -18.7% 0.3%
20 Pullback 1d 1.665 34.3% -14.7% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-06-27 00:00:00 SELL $368.18 100 $61,076.54 $36.82 16 $51,076.54 $-143,385.59
2020-08-06 00:00:00 BUY $215.73 6 $3,120.53 $1.29 6 $-6,879.47 $-68,848.05
2020-09-03 00:00:00 BUY $101.82 313 $199,348.21 $31.87 313 $189,348.21 $-541,832.66
2021-02-20 00:00:00 SELL $499.11 9 $169,214.06 $4.49 24 $159,214.06 $-321,479.66
2021-03-21 00:00:00 SELL $381.73 2 $5,975.95 $0.76 4 $-4,024.05 $-27,836.02
2021-05-13 00:00:00 BUY $267.15 67 $52,430.85 $17.90 67 $42,430.85 $-197,404.55
2021-08-23 00:00:00 SELL $247.53 3 $5,253.22 $0.74 3 $-4,746.78 $-63,674.73
2021-12-12 00:00:00 BUY $337.47 4 $5,656.80 $1.35 4 $-4,343.20 $-26,220.06
2022-02-04 00:00:00 SELL $78.17 5 $5,988.48 $0.39 2 $-4,011.52 $-29,985.69
2022-02-09 00:00:00 SELL $285.97 2 $10,369.57 $0.57 0 $369.57 $0.00
2022-02-17 00:00:00 BUY $318.87 2 $3,346.88 $0.64 2 $-6,653.12 $-67,944.42
2022-03-07 00:00:00 SELL $298.05 2 $5,592.00 $0.60 4 $-4,408.00 $-43,675.30
2022-05-09 00:00:00 SELL $360.95 2 $23,721.31 $0.72 30 $13,721.31 $-99,932.28
2022-07-09 00:00:00 SELL $324.47 18 $57,493.39 $5.84 4 $47,493.39 $-168,463.66
2022-09-05 00:00:00 SELL $84.39 1 $5,346.10 $0.08 0 $-4,653.90 $0.00
2022-09-17 00:00:00 BUY $431.42 3 $3,180.89 $1.29 6 $-6,819.11 $-64,699.38
2022-10-04 00:00:00 BUY $469.72 22 $43,696.76 $10.33 66 $33,696.76 $-149,884.45
2022-11-13 00:00:00 BUY $280.46 3 $4,991.55 $0.84 8 $-5,008.45 $-20,970.81
2022-12-31 00:00:00 SELL $103.37 21 $219,409.51 $2.17 291 $209,409.51 $-387,722.82
2023-01-03 00:00:00 SELL $414.28 5 $171,283.41 $2.07 19 $161,283.41 $-325,586.83
2023-01-10 00:00:00 SELL $233.14 1 $5,484.59 $0.23 4 $-4,515.41 $-26,637.39
2023-03-08 00:00:00 SELL $424.12 1 $7,008.04 $0.42 0 $-2,991.96 $0.00
2023-05-28 00:00:00 SELL $469.48 4 $9,975.83 $1.88 1 $-24.17 $-77,778.70
2023-07-01 00:00:00 SELL $59.31 20 $53,854.72 $1.19 27 $43,854.72 $-246,709.84
2023-07-25 00:00:00 SELL $472.84 6 $21,826.50 $2.84 13 $11,826.50 $-88,005.08
2023-08-05 00:00:00 SELL $121.69 128 $260,689.74 $15.58 65 $250,689.74 $-440,162.47
2023-08-17 00:00:00 SELL $80.82 1 $12,661.58 $0.08 0 $2,661.58 $0.00
2023-09-05 00:00:00 SELL $182.36 11 $5,191.40 $2.01 6 $-4,808.60 $-60,923.66
2023-10-16 00:00:00 BUY $493.35 7 $107,083.63 $3.45 593 $97,083.63 $-118,436.46
2023-11-09 00:00:00 SELL $301.22 1 $4,648.17 $0.30 0 $-5,351.83 $0.00
2023-11-20 00:00:00 SELL $490.56 10 $16,203.71 $4.91 24 $6,203.71 $-78,060.94
2023-12-30 00:00:00 SELL $345.74 1 $4,466.11 $0.35 0 $-5,533.89 $0.00
2024-03-02 00:00:00 SELL $491.66 3 $9,801.41 $1.47 1 $-198.59 $-2,446.14
2024-05-07 00:00:00 SELL $410.67 1 $30,282.66 $0.41 0 $20,282.66 $0.00
2024-05-22 00:00:00 SELL $459.03 1 $6,393.17 $0.46 0 $-3,606.83 $0.00
2024-07-24 00:00:00 SELL $238.62 3 $11,247.86 $0.72 22 $1,247.86 $-81,791.22
2024-09-01 00:00:00 BUY $320.97 2 $5,906.11 $0.64 16 $-4,093.89 $-8,329.40
2024-09-18 00:00:00 BUY $355.92 7 $6,552.71 $2.49 7 $-3,447.29 $-14,484.84
2024-10-14 00:00:00 SELL $214.91 15 $7,551.21 $3.22 3 $-2,448.79 $-76,040.31
2024-12-03 00:00:00 SELL $186.85 11 $8,197.52 $2.06 3 $-1,802.48 $-16,231.79
2025-02-03 00:00:00 BUY $288.24 4 $4,953.61 $1.15 5 $-5,046.39 $-70,879.74
2025-02-08 00:00:00 SELL $431.85 1 $3,772.64 $0.43 0 $-6,227.36 $0.00
2025-02-11 00:00:00 BUY $206.33 5 $15,171.01 $1.03 29 $5,171.01 $-83,850.68
2025-02-27 00:00:00 SELL $263.86 2 $6,228.34 $0.53 0 $-3,771.66 $0.00
2025-03-21 00:00:00 SELL $156.68 5 $4,352.68 $0.78 0 $-5,647.32 $0.00
2025-03-26 00:00:00 BUY $152.69 22 $103,721.18 $3.36 615 $93,721.18 $-320,542.44
2025-04-11 00:00:00 SELL $472.25 3 $5,857.82 $1.42 3 $-4,142.18 $-40,456.72
2025-05-14 00:00:00 BUY $289.08 42 $31,543.14 $12.14 108 $21,543.14 $-159,998.72
2025-05-20 00:00:00 BUY $311.85 22 $16,738.74 $6.86 33 $6,738.74 $-109,287.65
2025-07-10 00:00:00 SELL $138.70 1 $14,595.31 $0.14 66 $4,595.31 $-123,125.91
SUMMARY (324 total orders) $14,595.31 $1451.53 - $33.40% -

USDTRY=X

Best: Stan Weinstein ⏰ 1d
PSR
0.647
Sharpe Ratio
1.226
Total Orders
189
Net Profit
12.01%
Average Win
32.56%
Average Loss
-4.62%
Annual Return
12.01%
Max Drawdown
-19.61%
Win Rate
0.4%
Profit/Loss Ratio
5.63
Alpha
0.073
Beta
1.123
Sortino Ratio
0.762
Total Fees
$3,519.73
Strategy Capacity
$311,864
Portfolio Turnover
1.84%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Stan Weinstein 1d 2.489 56.0% -10.3% 0.5% 🏆 BEST
2 Turtle Trading 1d 2.472 -6.6% -15.9% 0.5%
3 Multi Layer Ema 1d 2.436 -15.0% -5.2% 0.6%
4 Decision Tree 1d 2.301 -5.7% -23.7% 0.5%
5 Decision Tree 3 1d 2.264 38.9% -19.5% 0.6%
6 Weekly Breakout 1d 2.192 67.6% -21.3% 0.7%
7 Bullish Engulfing 1d 2.130 31.3% -15.6% 0.5%
8 Lazy Trend Follower 1d 2.031 31.8% -29.6% 0.3%
9 Stable Mean Revert 1d 2.023 50.5% -7.2% 0.4%
10 Adx 1d 1.981 11.3% -5.7% 0.5%
11 Larry Williams 1d 1.886 75.1% -21.2% 0.6%
12 Neural Networks Recurrent Neural 1d 1.881 -1.1% -14.4% 0.3%
13 Linear Regression 1d 1.707 -18.8% -18.3% 0.5%
14 Buyandhold 1d 1.651 -8.0% -15.5% 0.6%
15 Machine Learning Rsi 1d 1.648 10.4% -24.9% 0.5%
16 Improved Index Trend 1d 1.626 18.0% -25.3% 0.4%
17 Wheel Strategy 1d 1.594 50.4% -13.7% 0.5%
18 Trend Risk Protection 1d 1.568 -15.7% -19.0% 0.6%
19 Markov 1d 1.317 -5.9% -22.5% 0.3%
20 Confident Trend 1d 1.288 59.1% -29.2% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2017-04-12 00:00:00 SELL $71.84 2 $13,814.30 $0.14 0 $3,814.30 $0.00
2017-05-27 00:00:00 BUY $193.62 2 $10,624.35 $0.39 18 $624.35 $-35,846.19
2017-11-03 00:00:00 BUY $201.05 6 $10,484.99 $1.21 9 $484.99 $-89,154.15
2017-12-04 00:00:00 BUY $105.09 20 $11,914.63 $2.10 20 $1,914.63 $-107,600.50
2018-02-05 00:00:00 BUY $240.72 4 $7,434.33 $0.96 31 $-2,565.67 $-98,757.89
2018-02-05 00:00:00 SELL $417.97 1 $16,710.38 $0.42 1 $6,710.38 $-115,627.31
2018-03-15 00:00:00 SELL $235.22 2 $20,886.59 $0.47 6 $10,886.59 $-124,167.17
2018-04-04 00:00:00 SELL $113.29 30 $10,582.53 $3.40 7 $582.53 $-14,635.67
2018-04-11 00:00:00 SELL $445.50 5 $12,842.44 $2.23 4 $2,842.44 $-97,150.79
2018-05-20 00:00:00 SELL $270.29 1 $10,617.17 $0.27 9 $617.17 $-96,500.22
2018-08-09 00:00:00 SELL $352.98 1 $10,746.29 $0.35 0 $746.29 $0.00
2018-08-15 00:00:00 BUY $412.77 6 $7,520.89 $2.48 6 $-2,479.11 $2,476.63
2018-10-31 00:00:00 SELL $278.73 3 $10,903.71 $0.84 3 $903.71 $-8,789.74
2018-12-31 00:00:00 BUY $160.11 38 $16,330.40 $6.08 51 $6,330.40 $-134,500.00
2019-03-10 00:00:00 SELL $245.51 2 $14,018.60 $0.49 0 $4,018.60 $0.00
2019-03-19 00:00:00 BUY $212.77 3 $22,433.67 $0.64 4 $12,433.67 $-153,814.20
2019-04-20 00:00:00 SELL $304.18 18 $21,800.14 $5.48 33 $11,800.14 $-138,711.72
2019-05-01 00:00:00 BUY $318.95 3 $15,657.62 $0.96 3 $5,657.62 $-110,847.33
2019-05-30 00:00:00 BUY $144.41 22 $7,805.45 $3.18 27 $-2,194.55 $-11,529.67
2019-09-17 00:00:00 SELL $387.10 1 $14,546.99 $0.39 0 $4,546.99 $0.00
2019-11-02 00:00:00 BUY $491.32 4 $10,120.75 $1.97 5 $120.75 $-83,870.87
2020-01-01 00:00:00 BUY $410.67 8 $7,786.86 $3.29 10 $-2,213.14 $-21,055.42
2020-03-15 00:00:00 BUY $349.52 9 $7,597.49 $3.15 9 $-2,402.51 $-76,612.58
2020-04-13 00:00:00 SELL $95.07 5 $7,308.16 $0.48 25 $-2,691.84 $-47,369.91
2020-05-27 00:00:00 SELL $433.52 4 $18,215.91 $1.73 0 $8,215.91 $0.00
2020-06-14 00:00:00 BUY $325.62 4 $11,571.70 $1.30 4 $1,571.70 $-83,722.49
2020-07-04 00:00:00 BUY $195.56 7 $8,671.39 $1.37 10 $-1,328.61 $-21,837.61
2020-09-18 00:00:00 BUY $368.16 11 $13,502.98 $4.05 11 $3,502.98 $-158,350.57
2020-12-19 00:00:00 SELL $296.92 12 $11,493.10 $3.56 1 $1,493.10 $-72,364.14
2020-12-28 00:00:00 SELL $390.50 9 $11,011.98 $3.51 16 $1,011.98 $-33,083.33
2021-04-04 00:00:00 BUY $99.69 8 $5,865.23 $0.80 26 $-4,134.77 $-76,368.84
2021-04-10 00:00:00 BUY $346.98 6 $11,730.32 $2.08 6 $1,730.32 $-90,939.28
2021-05-16 00:00:00 SELL $497.57 6 $12,551.45 $2.99 1 $2,551.45 $-84,527.41
2021-08-25 00:00:00 SELL $117.09 1 $11,698.79 $0.12 0 $1,698.79 $0.00
2022-05-25 00:00:00 SELL $162.76 3 $17,426.62 $0.49 6 $7,426.62 $-53,943.20
2022-10-28 00:00:00 BUY $397.25 1 $10,347.15 $0.40 10 $347.15 $-94,563.02
2022-11-27 00:00:00 BUY $103.55 10 $10,662.23 $1.04 10 $662.23 $-8,590.39
2023-02-09 00:00:00 BUY $101.50 13 $12,424.83 $1.32 18 $2,424.83 $-47,919.59
2023-02-19 00:00:00 BUY $340.76 6 $8,398.19 $2.04 27 $-1,601.81 $-94,975.18
2023-03-16 00:00:00 SELL $324.47 3 $10,556.19 $0.97 2 $556.19 $-30,107.87
2023-07-15 00:00:00 BUY $433.78 4 $5,498.85 $1.74 13 $-4,501.15 $1,027.09
2023-09-29 00:00:00 SELL $378.27 1 $23,527.92 $0.38 0 $13,527.92 $0.00
2023-11-03 00:00:00 BUY $204.79 7 $9,189.36 $1.43 25 $-810.64 $-34,598.73
2023-11-21 00:00:00 SELL $363.28 4 $11,202.28 $1.45 8 $1,202.28 $-106,796.09
2023-12-13 00:00:00 SELL $380.65 6 $22,575.61 $2.28 5 $12,575.61 $-126,905.94
2024-03-19 00:00:00 SELL $173.16 24 $10,016.93 $4.16 2 $16.93 $-79,411.91
2024-05-19 00:00:00 BUY $220.88 10 $5,578.68 $2.21 17 $-4,421.32 $-2,592.16
2024-06-24 00:00:00 BUY $446.66 1 $11,321.93 $0.45 16 $1,321.93 $-37,669.38
2024-07-14 00:00:00 SELL $453.36 5 $13,528.07 $2.27 2 $3,528.07 $-108,795.65
2024-11-26 00:00:00 BUY $374.50 6 $8,306.96 $2.25 8 $-1,693.04 $-27,760.84
SUMMARY (178 total orders) $8,306.96 $338.01 - $12.01% -

EURTRY=X

Best: Mfi ⏰ 1d
PSR
0.720
Sharpe Ratio
0.770
Total Orders
267
Net Profit
48.70%
Average Win
17.64%
Average Loss
-3.49%
Annual Return
48.70%
Max Drawdown
-6.19%
Win Rate
0.5%
Profit/Loss Ratio
4.78
Alpha
-0.003
Beta
0.974
Sortino Ratio
0.726
Total Fees
$4,161.35
Strategy Capacity
$1,636,323
Portfolio Turnover
2.33%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Mfi 1d 2.353 20.2% -25.8% 0.4% 🏆 BEST
2 Buyandhold 1d 2.226 -14.1% -16.9% 0.6%
3 Donchian Boyt 1d 2.180 56.1% -25.2% 0.3%
4 Russell Rebalancing Strategy 1d 2.109 -3.0% -18.7% 0.7%
5 Bullish Engulfing 1d 2.070 21.0% -21.9% 0.6%
6 Lazy Trend Follower 1d 2.044 70.1% -26.7% 0.4%
7 Crude Oil 1d 2.017 23.5% -12.6% 0.5%
8 Multi Layer Ema 1d 1.963 14.2% -10.8% 0.7%
9 Bollinger Bands 1d 1.920 -2.7% -25.6% 0.6%
10 Confident Trend 1d 1.886 -12.9% -12.3% 0.3%
11 Decision Tree 2 1d 1.850 5.1% -6.2% 0.6%
12 Stable Mean Revert 1d 1.828 -9.4% -24.5% 0.4%
13 Face The Train 1d 1.776 54.3% -9.0% 0.4%
14 Linear Regression 1d 1.749 4.6% -11.3% 0.6%
15 Donchian Channels Breakout 1d 1.727 64.8% -11.3% 0.4%
16 Neural Networks Recurrent Neural 1d 1.586 33.8% -13.4% 0.6%
17 Linear Regression Pca 1d 1.525 58.5% -25.8% 0.7%
18 Machine Learning Rsi 1d 1.379 14.5% -5.9% 0.6%
19 Trend Risk Protection 1d 1.352 46.2% -5.1% 0.6%
20 Inside Day 1d 1.333 6.2% -24.0% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-01-25 00:00:00 SELL $185.94 3 $68,824.47 $0.56 0 $58,824.47 $0.00
2021-02-09 00:00:00 SELL $146.86 1 $13,756.58 $0.15 1 $3,756.58 $-4,876.67
2021-02-20 00:00:00 SELL $252.86 130 $437,558.10 $32.87 30 $427,558.10 $-1,081,050.91
2021-03-31 00:00:00 SELL $382.74 3 $13,292.54 $1.15 3 $3,292.54 $-36,060.08
2021-04-13 00:00:00 SELL $89.61 4 $14,497.87 $0.36 1 $4,497.87 $-23,874.71
2021-04-13 00:00:00 SELL $362.84 1 $462,059.61 $0.36 2 $452,059.61 $-1,426,270.59
2021-04-22 00:00:00 SELL $285.96 52 $224,432.82 $14.87 53 $214,432.82 $-354,932.30
2021-04-24 00:00:00 SELL $190.96 8 $49,479.78 $1.53 34 $39,479.78 $-131,648.79
2021-05-22 00:00:00 SELL $173.31 1 $18,346.35 $0.17 4 $8,346.35 $-67,941.08
2021-07-28 00:00:00 SELL $374.40 151 $142,909.84 $56.53 217 $132,909.84 $-219,611.58
2021-10-14 00:00:00 BUY $479.43 3 $11,725.13 $1.44 17 $1,725.13 $-65,751.97
2021-11-25 00:00:00 SELL $495.14 20 $70,943.33 $9.90 0 $60,943.33 $0.00
2022-01-18 00:00:00 SELL $215.01 422 $430,795.75 $90.73 113 $420,795.75 $-1,402,700.68
2022-01-26 00:00:00 BUY $266.64 139 $199,761.25 $37.06 151 $189,761.25 $-292,761.68
2022-02-17 00:00:00 SELL $152.21 3 $44,381.56 $0.46 34 $34,381.56 $-143,173.52
2022-03-06 00:00:00 SELL $491.11 12 $15,365.97 $5.89 1 $5,365.97 $-20,803.74
2022-03-11 00:00:00 SELL $312.50 8 $13,271.40 $2.50 5 $3,271.40 $-80,692.72
2022-03-20 00:00:00 SELL $192.65 2 $13,677.45 $0.39 1 $3,677.45 $-37,015.64
2022-04-30 00:00:00 BUY $309.95 366 $348,970.00 $113.44 367 $338,970.00 $-1,313,243.58
2022-05-20 00:00:00 BUY $133.68 375 $177,794.89 $50.13 619 $167,794.89 $-692,643.20
2022-06-06 00:00:00 BUY $426.08 3 $20,335.71 $1.28 22 $10,335.71 $-41,472.77
2022-06-13 00:00:00 BUY $395.24 59 $168,802.34 $23.32 335 $158,802.34 $-755,176.27
2022-06-29 00:00:00 SELL $206.38 25 $57,380.40 $5.16 43 $47,380.40 $-217,772.48
2022-12-12 00:00:00 SELL $474.05 29 $38,140.23 $13.75 20 $28,140.23 $-108,974.95
2022-12-27 00:00:00 SELL $246.72 25 $46,755.22 $6.17 23 $36,755.22 $-158,606.48
2023-01-28 00:00:00 SELL $467.29 33 $35,427.61 $15.42 0 $25,427.61 $0.00
2023-02-03 00:00:00 SELL $418.71 3 $13,816.83 $1.26 0 $3,816.83 $0.00
2023-02-09 00:00:00 SELL $444.17 21 $53,699.74 $9.33 13 $43,699.74 $-142,574.61
2023-03-16 00:00:00 SELL $499.63 1 $14,255.71 $0.50 0 $4,255.71 $0.00
2023-03-26 00:00:00 SELL $435.54 4 $11,651.86 $1.74 8 $1,651.86 $-1,539.23
2023-04-15 00:00:00 SELL $226.80 41 $451,026.45 $9.30 134 $441,026.45 $-1,285,844.64
2023-04-19 00:00:00 BUY $151.01 10 $7,622.30 $1.51 20 $-2,377.70 $-8,659.34
2023-05-04 00:00:00 BUY $219.76 19 $10,262.49 $4.18 20 $262.49 $-77,859.95
2023-05-23 00:00:00 SELL $442.89 348 $502,942.04 $154.13 19 $492,942.04 $-1,532,023.05
2023-06-28 00:00:00 SELL $136.91 21 $61,101.31 $2.88 49 $51,101.31 $-197,080.75
2023-10-03 00:00:00 SELL $446.15 12 $245,205.90 $5.35 0 $235,205.90 $0.00
2023-10-08 00:00:00 BUY $361.89 272 $348,326.67 $98.44 272 $338,326.67 $-990,201.36
2023-11-24 00:00:00 BUY $459.11 23 $36,250.65 $10.56 64 $26,250.65 $-144,592.39
2023-12-21 00:00:00 SELL $491.43 5 $446,860.54 $2.46 0 $436,860.54 $0.00
2024-04-10 00:00:00 SELL $371.95 7 $124,305.37 $2.60 2 $114,305.37 $-259,310.04
2024-06-19 00:00:00 SELL $478.78 1 $12,914.38 $0.48 0 $2,914.38 $0.00
2024-06-22 00:00:00 SELL $369.91 8 $17,836.64 $2.96 5 $7,836.64 $-42,540.68
2024-06-26 00:00:00 BUY $82.01 54 $13,403.44 $4.43 59 $3,403.44 $-39,551.38
2024-07-28 00:00:00 SELL $355.15 256 $287,539.24 $90.92 71 $277,539.24 $-436,708.76
2024-10-16 00:00:00 SELL $55.80 1 $10,845.50 $0.06 0 $845.50 $0.00
2025-03-05 00:00:00 BUY $339.47 6 $10,642.57 $2.04 6 $642.57 $-29,205.53
2025-03-26 00:00:00 BUY $412.09 25 $234,893.47 $10.30 25 $224,893.47 $-359,785.90
2025-04-13 00:00:00 SELL $257.84 18 $15,231.52 $4.64 2 $5,231.52 $-75,953.92
2025-05-14 00:00:00 BUY $157.71 13 $9,741.89 $2.05 13 $-258.11 $-923.09
2025-06-24 00:00:00 SELL $101.74 10 $54,142.97 $1.02 2 $44,142.97 $-137,937.90
SUMMARY (250 total orders) $54,142.97 $3577.50 - $48.70% -

USDZAR=X

Best: Confident Trend ⏰ 1d
PSR
0.418
Sharpe Ratio
1.908
Total Orders
447
Net Profit
41.25%
Average Win
33.43%
Average Loss
-3.57%
Annual Return
41.25%
Max Drawdown
-22.14%
Win Rate
0.3%
Profit/Loss Ratio
6.15
Alpha
0.081
Beta
1.566
Sortino Ratio
0.550
Total Fees
$1,749.25
Strategy Capacity
$1,207,634
Portfolio Turnover
0.31%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Confident Trend 1d 2.440 30.8% -11.4% 0.4% 🏆 BEST
2 Rsi 1d 2.433 45.3% -29.6% 0.5%
3 Pullback 1d 2.380 23.0% -8.8% 0.3%
4 Donchian Boyt 1d 2.315 33.3% -7.7% 0.6%
5 Decision Tree 2 1d 2.254 77.2% -15.1% 0.3%
6 Mfi 1d 2.217 37.8% -11.5% 0.5%
7 Stan Weinstein 1d 2.213 74.2% -7.7% 0.5%
8 Support Vector Machines 1d 2.091 36.2% -15.9% 0.4%
9 Rnn Linear Regression 1d 2.071 57.6% -14.2% 0.4%
10 Larry Williams 1d 2.007 17.2% -14.6% 0.7%
11 Decision Tree 1d 1.988 14.0% -27.0% 0.7%
12 Inside Day 1d 1.916 36.6% -13.7% 0.5%
13 Buyandhold 1d 1.906 12.7% -25.3% 0.6%
14 Svm Rnn 1d 1.848 -0.7% -13.1% 0.6%
15 Crude Oil 1d 1.713 68.4% -14.1% 0.5%
16 Wheel Strategy 1d 1.711 -14.2% -17.4% 0.6%
17 Face The Train 1d 1.702 47.1% -9.3% 0.5%
18 Markov 1d 1.535 -4.9% -8.7% 0.3%
19 Machine Learning Rsi 1d 1.502 40.8% -21.0% 0.6%
20 Trend Risk Protection 1d 1.460 -13.6% -24.2% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-04-03 00:00:00 SELL $86.98 63 $5,722,812.49 $5.48 59 $5,712,812.49 $-11,921,871.15
2022-05-25 00:00:00 SELL $213.08 15 $2,769,711.99 $3.20 127 $2,759,711.99 $-9,981,702.14
2022-06-25 00:00:00 BUY $150.17 163 $243,660.49 $24.48 163 $233,660.49 $-533,629.57
2022-06-29 00:00:00 SELL $247.86 120 $2,776,189.31 $29.74 245 $2,766,189.31 $-8,325,568.25
2022-07-07 00:00:00 SELL $116.47 235 $2,273,430.16 $27.37 430 $2,263,430.16 $-6,594,014.66
2022-07-10 00:00:00 SELL $471.52 88 $304,560.95 $41.49 114 $294,560.95 $-753,156.99
2022-07-25 00:00:00 BUY $234.94 21 $12,903.55 $4.93 21 $2,903.55 $-7,305.78
2022-07-31 00:00:00 SELL $178.59 29 $5,713,552.66 $5.18 134 $5,703,552.66 $-11,903,071.19
2022-08-09 00:00:00 SELL $349.99 6 $83,321.04 $2.10 8 $73,321.04 $-165,672.38
2022-10-24 00:00:00 SELL $445.45 10 $17,170.30 $4.45 21 $7,170.30 $-39,349.01
2022-11-06 00:00:00 BUY $96.28 15 $17,682.50 $1.44 15 $7,682.50 $-36,587.22
2022-12-15 00:00:00 SELL $366.70 1 $260,967.34 $0.37 224 $250,967.34 $-724,768.83
2023-01-15 00:00:00 SELL $207.43 4 $97,944.15 $0.83 155 $87,944.15 $-268,871.99
2023-02-14 00:00:00 BUY $248.42 21 $16,735.24 $5.22 21 $6,735.24 $-34,258.88
2023-02-28 00:00:00 BUY $386.56 456 $471,023.83 $176.27 2,193 $461,023.83 $-1,867,022.50
2023-04-03 00:00:00 SELL $98.22 41 $79,851.65 $4.03 0 $69,851.65 $0.00
2023-05-27 00:00:00 BUY $105.96 166 $347,957.30 $17.59 687 $337,957.30 $-1,134,534.53
2023-07-25 00:00:00 SELL $247.32 53 $4,150,900.13 $13.11 21 $4,140,900.13 $-11,398,361.47
2023-09-08 00:00:00 BUY $206.14 208 $129,739.32 $42.88 567 $119,739.32 $-536,628.79
2023-10-27 00:00:00 BUY $110.55 3,667 $973,021.38 $405.40 3,674 $963,021.38 $-5,711,396.07
2023-10-29 00:00:00 SELL $486.28 83 $790,711.32 $40.36 316 $780,711.32 $-1,799,003.16
2023-10-31 00:00:00 BUY $318.05 71 $256,695.57 $22.58 240 $246,695.57 $-813,241.00
2023-11-01 00:00:00 SELL $125.03 107 $1,099,411.94 $13.38 82 $1,089,411.94 $-2,028,095.48
2023-11-12 00:00:00 SELL $466.72 1 $78,841.31 $0.47 0 $68,841.31 $0.00
2023-12-09 00:00:00 SELL $97.28 84 $378,304.56 $8.17 77 $368,304.56 $-1,056,875.34
2023-12-17 00:00:00 BUY $154.68 2 $7,317.40 $0.31 20 $-2,682.60 $-2,149.83
2023-12-27 00:00:00 SELL $190.07 47 $21,885.59 $8.93 9 $11,885.59 $-24,409.93
2024-01-09 00:00:00 SELL $140.04 317 $963,628.80 $44.39 288 $953,628.80 $-5,807,802.17
2024-01-15 00:00:00 BUY $405.38 871 $4,839,753.89 $353.09 1,039 $4,829,753.89 $-14,247,240.85
2024-02-16 00:00:00 BUY $490.39 677 $2,398,878.97 $332.00 1,013 $2,388,878.97 $-9,557,240.97
2024-05-06 00:00:00 SELL $362.61 34 $354,282.55 $12.33 11 $344,282.55 $-908,165.59
2024-05-07 00:00:00 BUY $78.50 212 $55,990.12 $16.64 247 $45,990.12 $-166,240.22
2024-05-23 00:00:00 SELL $244.65 79 $568,221.50 $19.33 29 $558,221.50 $-1,561,768.31
2024-06-17 00:00:00 SELL $220.61 145 $479,459.79 $31.99 2,181 $469,459.79 $-2,433,356.55
2024-07-26 00:00:00 SELL $136.08 1,591 $5,679,062.65 $216.50 1,315 $5,669,062.65 $-16,841,960.72
2024-08-11 00:00:00 BUY $73.05 1,147 $760,094.78 $83.79 1,265 $750,094.78 $-1,860,258.30
2024-08-28 00:00:00 SELL $230.72 169 $564,525.74 $38.99 31 $554,525.74 $-3,656,749.78
2024-08-29 00:00:00 SELL $256.86 1,681 $872,058.31 $431.78 22 $862,058.31 $-1,820,840.27
2024-09-12 00:00:00 SELL $449.48 2 $2,854,937.84 $0.90 29 $2,844,937.84 $-8,373,260.26
2024-09-14 00:00:00 SELL $427.61 9 $918,166.60 $3.85 22 $908,166.60 $-2,322,127.95
2024-10-18 00:00:00 BUY $471.14 30 $46,971.27 $14.13 120 $36,971.27 $-52,048.08
2024-11-27 00:00:00 SELL $330.42 1,227 $5,656,600.70 $405.42 772 $5,646,600.70 $-11,651,775.28
2024-12-07 00:00:00 SELL $422.55 190 $192,682.61 $80.28 10 $182,682.61 $-336,405.47
2025-03-07 00:00:00 BUY $327.79 471 $463,069.38 $154.39 2,926 $453,069.38 $-3,495,496.36
2025-04-19 00:00:00 SELL $389.70 38 $895,548.91 $14.81 513 $885,548.91 $-5,731,005.67
2025-04-23 00:00:00 SELL $439.21 18 $20,801.43 $7.91 3 $10,801.43 $-15,855.72
2025-06-14 00:00:00 SELL $315.79 12 $5,717,338.41 $3.79 122 $5,707,338.41 $-11,888,475.82
2025-06-27 00:00:00 SELL $177.53 105 $843,967.25 $18.64 118 $833,967.25 $-1,931,718.39
2025-07-06 00:00:00 SELL $463.14 45 $126,635.54 $20.84 57 $116,635.54 $-227,187.10
2025-07-06 00:00:00 BUY $471.93 323 $537,283.69 $152.43 1,139 $527,283.69 $-2,690,210.68
SUMMARY (420 total orders) $537,283.69 $39750.54 - $41.25% -

EURZAR=X

Best: Lazy Trend Follower ⏰ 1d
PSR
0.557
Sharpe Ratio
0.729
Total Orders
458
Net Profit
20.12%
Average Win
27.77%
Average Loss
-6.11%
Annual Return
20.12%
Max Drawdown
-14.87%
Win Rate
0.4%
Profit/Loss Ratio
3.98
Alpha
-0.061
Beta
0.567
Sortino Ratio
0.253
Total Fees
$1,914.56
Strategy Capacity
$2,004,008
Portfolio Turnover
0.61%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Lazy Trend Follower 1d 2.499 59.6% -13.7% 0.6% 🏆 BEST
2 Rsi 1d 2.428 23.5% -14.9% 0.3%
3 Pullback 1d 2.363 17.4% -24.5% 0.5%
4 Decision Tree 1d 2.252 26.5% -17.0% 0.3%
5 Confident Trend 1d 2.210 40.3% -21.2% 0.4%
6 Improved Index Trend 1d 2.200 15.2% -16.8% 0.5%
7 Markov 1d 2.141 49.4% -9.8% 0.4%
8 Bollinger Bands 1d 2.140 22.6% -23.9% 0.3%
9 Stable Mean Revert 1d 2.012 58.3% -26.9% 0.7%
10 Ais Micro Test Diversity Gap 1d 1.902 58.4% -25.4% 0.7%
11 Wheel Strategy 1d 1.824 50.0% -18.7% 0.3%
12 Linear Regression 1d 1.812 50.6% -19.3% 0.5%
13 Crude Oil 1d 1.773 41.3% -7.0% 0.5%
14 Turtle Trading 1d 1.754 -0.9% -21.0% 0.7%
15 Neural Networks Recurrent Neural 1d 1.753 11.0% -5.4% 0.3%
16 Donchian Channels Breakout 1d 1.728 0.6% -8.9% 0.5%
17 Rnn Linear Regression 1d 1.719 45.7% -28.6% 0.4%
18 Trend Risk Protection 1d 1.711 4.8% -6.6% 0.6%
19 Counter Punsh 1d 1.567 33.0% -14.2% 0.6%
20 Bitcoin 1d 1.507 -8.1% -17.5% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-07-27 00:00:00 SELL $334.32 20 $175,948.01 $6.69 22 $165,948.01 $-152,612.10
2022-08-14 00:00:00 SELL $249.10 1,184 $1,715,536.04 $294.94 1,434 $1,705,536.04 $-2,511,643.57
2022-10-09 00:00:00 SELL $74.92 499 $24,840,639.49 $37.38 37 $24,830,639.49 $-79,497,375.31
2022-10-12 00:00:00 BUY $57.17 2,613 $760,824.41 $149.39 2,726 $750,824.41 $-1,694,576.03
2022-11-27 00:00:00 BUY $101.69 28 $8,356.77 $2.85 28 $-1,643.23 $-4,644.45
2022-12-25 00:00:00 SELL $255.66 4,626 $19,942,705.77 $1182.68 3,860 $19,932,705.77 $-32,023,387.95
2023-01-03 00:00:00 BUY $404.17 5 $7,194.20 $2.02 16 $-2,805.80 $995.90
2023-01-16 00:00:00 BUY $436.13 82 $6,029,715.14 $35.76 3,074 $6,019,715.14 $-10,441,412.17
2023-01-28 00:00:00 SELL $357.39 50 $3,273,267.87 $17.87 644 $3,263,267.87 $-9,797,920.37
2023-02-15 00:00:00 BUY $476.42 90 $416,104.48 $42.88 164 $406,104.48 $-1,018,850.10
2023-02-18 00:00:00 SELL $403.30 864 $29,146,474.58 $348.45 3,797 $29,136,474.58 $-111,061,620.62
2023-03-03 00:00:00 SELL $81.16 4 $481,660.21 $0.32 17 $471,660.21 $-905,741.13
2023-03-08 00:00:00 SELL $228.79 7,468 $32,922,500.83 $1708.60 2,395 $32,912,500.83 $-147,221,741.57
2023-03-24 00:00:00 SELL $384.81 1,438 $2,939,944.81 $553.36 401 $2,929,944.81 $-6,891,423.10
2023-05-18 00:00:00 SELL $140.19 176 $166,890.28 $24.67 169 $156,890.28 $-316,104.72
2023-05-21 00:00:00 SELL $160.40 23,872 $60,940,709.03 $3829.02 9,629 $60,930,709.03 $-225,837,604.34
2023-05-23 00:00:00 SELL $52.22 2 $33,123.49 $0.10 4 $23,123.49 $-43,265.16
2023-05-25 00:00:00 SELL $77.45 631 $143,084.90 $48.87 147 $133,084.90 $-495,502.81
2023-05-29 00:00:00 SELL $64.43 1,459 $20,730,795.40 $94.00 92 $20,720,795.40 $-37,960,646.30
2023-06-24 00:00:00 SELL $414.24 1 $170,778.76 $0.41 0 $160,778.76 $0.00
2023-07-21 00:00:00 SELL $410.15 5 $33,019.15 $2.05 6 $23,019.15 $-41,013.13
2023-08-19 00:00:00 BUY $280.78 26 $106,477.83 $7.30 268 $96,477.83 $-500,055.17
2023-10-04 00:00:00 SELL $126.46 3,735 $28,659,180.79 $472.33 10,992 $28,649,180.79 $-99,098,902.21
2023-10-22 00:00:00 BUY $353.09 527 $932,900.12 $186.08 5,105 $922,900.12 $-4,838,516.17
2023-10-30 00:00:00 BUY $320.31 8,588 $20,156,670.54 $2750.81 46,623 $20,146,670.54 $-142,887,451.64
2023-11-14 00:00:00 SELL $345.88 10,352 $9,567,307.51 $3580.59 153 $9,557,307.51 $-16,887,099.42
2023-12-03 00:00:00 BUY $93.11 51,235 $29,705,600.85 $4770.28 56,489 $29,695,600.85 $-157,700,388.61
2023-12-07 00:00:00 SELL $80.68 2,151 $13,851,205.91 $173.55 4,141 $13,841,205.91 $-22,496,936.05
2024-01-17 00:00:00 SELL $319.11 143 $2,288,134.99 $45.63 508 $2,278,134.99 $-4,932,659.53
2024-01-24 00:00:00 SELL $118.30 255 $2,494,149.99 $30.17 95 $2,484,149.99 $-3,145,005.89
2024-02-02 00:00:00 BUY $218.56 23,436 $17,724,441.14 $5122.10 152,075 $17,714,441.14 $-141,340,343.67
2024-02-25 00:00:00 BUY $119.91 1,574 $800,272.64 $188.75 4,591 $790,272.64 $-1,705,725.91
2024-03-31 00:00:00 SELL $332.04 4,036 $31,510,560.65 $1340.10 6,498 $31,500,560.65 $-127,365,990.36
2024-04-03 00:00:00 BUY $175.27 339 $142,241.80 $59.42 345 $132,241.80 $-219,910.75
2024-04-09 00:00:00 BUY $176.93 11,707 $19,300,251.35 $2071.30 42,810 $19,290,251.35 $-102,947,320.90
2024-05-22 00:00:00 BUY $286.44 2,760 $2,176,839.09 $790.57 2,760 $2,166,839.09 $-6,255,162.64
2024-07-29 00:00:00 SELL $246.83 31,754 $17,085,401.37 $7837.78 17,267 $17,075,401.37 $-26,606,928.77
2024-08-10 00:00:00 BUY $91.41 4,984 $2,040,280.11 $455.58 5,063 $2,030,280.11 $-2,693,443.68
2024-08-19 00:00:00 SELL $413.32 7,679 $15,333,763.60 $3173.88 29,588 $15,323,763.60 $-48,625,500.87
2024-09-08 00:00:00 BUY $93.70 242 $269,374.22 $22.68 245 $259,374.22 $-634,235.15
2024-09-08 00:00:00 SELL $269.86 16 $569,751.24 $4.32 6 $559,751.24 $-1,517,481.54
2024-09-24 00:00:00 SELL $182.24 1 $12,951.82 $0.18 4 $2,951.82 $-14,863.46
2024-10-13 00:00:00 SELL $401.82 14 $2,023,800.03 $5.63 18 $2,013,800.03 $-4,542,575.14
2024-10-25 00:00:00 SELL $229.97 2,298 $6,557,661.30 $528.47 776 $6,547,661.30 $-11,639,375.58
2024-10-27 00:00:00 BUY $50.97 109 $21,332.00 $5.56 136 $11,332.00 $-46,661.17
2025-01-21 00:00:00 BUY $106.55 89,874 $22,752,141.52 $9576.27 111,464 $22,742,141.52 $-184,543,700.11
2025-02-19 00:00:00 SELL $279.87 20 $16,182.01 $5.60 62 $6,182.01 $-18,238.70
2025-04-08 00:00:00 BUY $83.99 4,552 $8,567,233.64 $382.33 14,293 $8,557,233.64 $-19,894,114.87
2025-06-20 00:00:00 BUY $94.90 72,150 $22,851,661.24 $6847.09 128,639 $22,841,661.24 $-155,522,395.78
2025-06-29 00:00:00 BUY $225.86 968 $714,050.21 $218.63 6,073 $704,050.21 $-5,455,460.87
SUMMARY (451 total orders) $714,050.21 $623455.07 - $20.12% -

GBPZAR=X

Best: Decision Tree 2 ⏰ 1d
PSR
0.588
Sharpe Ratio
1.014
Total Orders
404
Net Profit
48.49%
Average Win
19.81%
Average Loss
-4.13%
Annual Return
48.49%
Max Drawdown
-13.85%
Win Rate
0.5%
Profit/Loss Ratio
6.79
Alpha
-0.068
Beta
1.056
Sortino Ratio
0.898
Total Fees
$2,593.53
Strategy Capacity
$1,391,145
Portfolio Turnover
1.25%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 2 1d 2.406 56.9% -11.6% 0.6% 🏆 BEST
2 Trend Risk Protection 1d 2.353 37.2% -22.9% 0.3%
3 Weekly Breakout 1d 2.338 5.9% -10.1% 0.5%
4 Decision Tree 3 1d 2.179 76.6% -9.4% 0.4%
5 Long Short Term Memory Neural Network 1d 1.997 27.9% -28.4% 0.7%
6 Wheel Strategy 1d 1.953 49.0% -6.8% 0.5%
7 Inside Day 1d 1.945 3.3% -14.2% 0.5%
8 Improved Index Trend 1d 1.909 31.1% -17.4% 0.5%
9 Support Vector Machines 1d 1.892 61.3% -27.7% 0.4%
10 Svm Rnn 1d 1.861 35.5% -14.4% 0.6%
11 Adx 1d 1.655 -4.0% -5.5% 0.5%
12 Crude Oil 1d 1.640 32.5% -10.0% 0.5%
13 Machine Learning Rsi 1d 1.639 10.6% -25.0% 0.4%
14 Bollinger Bands 1d 1.524 52.5% -12.4% 0.6%
15 Macd 1d 1.516 37.4% -15.6% 0.5%
16 Buyandhold 1d 1.506 17.4% -22.4% 0.3%
17 Donchian Channels Breakout 1d 1.501 -16.2% -28.0% 0.3%
18 Mfi 1d 1.491 -2.4% -7.2% 0.5%
19 Linear Regression Pca 1d 1.465 20.1% -7.5% 0.5%
20 Counter Punsh 1d 1.419 67.3% -14.1% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-03-21 00:00:00 SELL $240.15 3 $123,380.51 $0.72 5 $113,380.51 $-193,622.20
2022-04-13 00:00:00 BUY $185.67 31 $14,313.87 $5.76 170 $4,313.87 $-78,437.88
2022-04-23 00:00:00 SELL $108.54 1 $40,721.43 $0.11 0 $30,721.43 $0.00
2022-05-06 00:00:00 BUY $116.97 39 $38,134.08 $4.56 39 $28,134.08 $-126,072.63
2022-06-19 00:00:00 BUY $438.16 70 $619,736.80 $30.67 73 $609,736.80 $-1,523,132.24
2022-06-23 00:00:00 SELL $188.42 86,468 $198,432,071.50 $16292.52 102,668 $198,422,071.50 $-515,317,533.97
2022-07-03 00:00:00 SELL $141.72 5 $42,700.33 $0.71 0 $32,700.33 $0.00
2022-09-16 00:00:00 BUY $391.37 156 $553,353.02 $61.05 423 $543,353.02 $-432,308.11
2022-10-16 00:00:00 BUY $358.73 27 $105,719.63 $9.69 39 $95,719.63 $-237,544.30
2022-10-18 00:00:00 SELL $91.57 552 $90,157,872.52 $50.55 3,930 $90,147,872.52 $-99,722,217.41
2022-11-24 00:00:00 BUY $360.54 2,174 $13,100,421.69 $783.81 4,894 $13,090,421.69 $-20,417,063.45
2022-12-03 00:00:00 SELL $142.51 1 $25,283.96 $0.14 2 $15,283.96 $-10,117.01
2022-12-04 00:00:00 BUY $152.29 46 $17,046.61 $7.01 46 $7,046.61 $3,608.81
2023-06-14 00:00:00 BUY $150.79 894 $335,442.07 $134.81 4,523 $325,442.07 $-1,711,213.14
2023-06-15 00:00:00 SELL $321.94 2 $119,135.47 $0.64 3 $109,135.47 $-260,254.57
2023-07-26 00:00:00 SELL $123.04 12 $4,204,199.13 $1.48 49 $4,194,199.13 $-5,269,668.08
2023-09-01 00:00:00 SELL $155.89 140 $2,358,916.29 $21.82 534 $2,348,916.29 $-3,108,726.44
2023-09-10 00:00:00 SELL $276.35 37 $11,065,840.29 $10.22 1,796 $11,055,840.29 $-14,188,216.59
2023-09-27 00:00:00 BUY $85.92 7,306 $2,019,275.26 $627.73 7,315 $2,009,275.26 $-3,619,908.94
2023-10-17 00:00:00 BUY $340.97 2,246 $29,125,347.67 $765.83 86,573 $29,115,347.67 $-20,486,068.96
2023-10-24 00:00:00 SELL $249.01 108 $719,188.87 $26.89 33 $709,188.87 $-802,448.54
2023-10-30 00:00:00 BUY $62.29 167,815 $81,148,832.22 $10453.92 168,205 $81,138,832.22 $-89,603,878.88
2023-11-14 00:00:00 BUY $230.37 611 $1,327,989.39 $140.76 1,645 $1,317,989.39 $-2,193,992.21
2023-11-29 00:00:00 BUY $416.68 12,585 $50,963,043.88 $5243.88 260,318 $50,953,043.88 $13,630,332.54
2023-12-11 00:00:00 SELL $191.78 4 $4,204,965.47 $0.77 45 $4,194,965.47 $-5,267,066.79
2023-12-15 00:00:00 SELL $202.12 214 $573,451.43 $43.25 48 $563,451.43 $-1,688,899.49
2023-12-21 00:00:00 SELL $53.29 3 $42,674.01 $0.16 3 $32,674.01 $-78,916.14
2024-01-14 00:00:00 SELL $450.41 51 $39,285.56 $22.97 30 $29,285.56 $-25,422.59
2024-04-21 00:00:00 BUY $101.90 153,710 $91,408,018.89 $15662.59 242,834 $91,398,018.89 $-87,886,951.27
2024-05-02 00:00:00 SELL $197.16 6,540 $39,405,927.10 $1289.41 1,917 $39,395,927.10 $-37,779,316.68
2024-05-14 00:00:00 BUY $365.29 53 $104,336.83 $19.36 57 $94,336.83 $-174,001.62
2024-06-18 00:00:00 SELL $285.15 32 $432,588.95 $9.12 91 $422,588.95 $-461,789.36
2024-08-29 00:00:00 SELL $130.60 1 $23,467.06 $0.13 2 $13,467.06 $-3,135.49
2024-09-26 00:00:00 SELL $337.65 62 $26,773,123.59 $20.93 0 $26,763,123.59 $0.00
2024-09-29 00:00:00 SELL $310.45 313 $664,104.61 $97.17 237 $654,104.61 $-737,088.28
2024-11-30 00:00:00 BUY $211.25 5,554 $10,662,308.19 $1173.27 5,560 $10,652,308.19 $-12,336,720.07
2024-12-22 00:00:00 SELL $403.37 16 $23,496.85 $6.45 57 $13,496.85 $-98,908.31
2025-01-04 00:00:00 SELL $218.37 7,855 $37,868,269.19 $1715.32 10,807 $37,858,269.19 $-35,797,311.42
2025-01-06 00:00:00 SELL $305.48 17,068 $7,738,415.03 $5213.99 11,185 $7,728,415.03 $-10,094,428.63
2025-03-04 00:00:00 SELL $356.77 4,135 $84,403,091.06 $1475.26 1,319 $84,393,091.06 $-65,788,374.62
2025-03-13 00:00:00 SELL $354.13 295 $3,947,005.77 $104.47 845 $3,937,005.77 $-4,976,455.60
2025-03-18 00:00:00 SELL $352.50 74 $115,414.96 $26.09 12 $105,414.96 $-247,304.67
2025-03-23 00:00:00 SELL $178.95 5 $52,283.67 $0.89 0 $42,283.67 $0.00
2025-03-26 00:00:00 SELL $437.12 13 $758,397.71 $5.68 17 $748,397.71 $-943,016.47
2025-05-28 00:00:00 SELL $411.89 1,602 $1,598,140.60 $659.84 2,452 $1,588,140.60 $-2,182,023.27
2025-06-06 00:00:00 SELL $226.27 7,636 $4,066,976.05 $1727.77 10,927 $4,056,976.05 $-4,676,096.07
2025-06-20 00:00:00 BUY $296.40 905 $5,499,186.17 $268.24 1,549 $5,489,186.17 $-9,817,279.63
2025-07-04 00:00:00 SELL $336.19 1 $123,716.36 $0.34 4 $113,716.36 $-193,478.17
2025-07-11 00:00:00 SELL $88.72 2 $40,613.01 $0.18 1 $30,613.01 $-41,734.60
2025-07-20 00:00:00 BUY $481.38 6 $36,394.42 $2.89 36 $26,394.42 $-21,605.52
SUMMARY (396 total orders) $36,394.42 $1593557.35 - $48.49% -

USDBRL=X

Best: Face The Train ⏰ 1d
PSR
0.583
Sharpe Ratio
1.569
Total Orders
494
Net Profit
13.35%
Average Win
31.79%
Average Loss
-2.71%
Annual Return
13.35%
Max Drawdown
-21.68%
Win Rate
0.4%
Profit/Loss Ratio
3.93
Alpha
-0.017
Beta
0.706
Sortino Ratio
1.178
Total Fees
$575.04
Strategy Capacity
$389,138
Portfolio Turnover
0.43%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Face The Train 1d 2.452 49.9% -9.5% 0.7% 🏆 BEST
2 Ride The Aggression 1d 2.283 10.9% -15.8% 0.5%
3 Weekly Breakout 1d 2.267 52.6% -25.1% 0.4%
4 Improved Index Trend 1d 2.157 26.5% -23.7% 0.4%
5 Linear Regression Pca 1d 2.008 35.2% -28.5% 0.5%
6 Svm Rnn 1d 1.830 17.6% -17.9% 0.6%
7 Bullish Engulfing 1d 1.799 20.2% -14.5% 0.5%
8 Macd 1d 1.764 40.0% -23.1% 0.7%
9 Lazy Trend Follower 1d 1.733 73.3% -13.0% 0.3%
10 Rsi 1d 1.705 -6.0% -22.3% 0.5%
11 Decision Tree 1d 1.696 32.4% -24.7% 0.6%
12 Stable Mean Revert 1d 1.673 1.3% -9.2% 0.6%
13 Adx 1d 1.654 60.1% -27.6% 0.5%
14 Long Short Term Memory Neural Network 1d 1.644 59.1% -13.7% 0.5%
15 Mfi 1d 1.456 -1.0% -24.0% 0.7%
16 Linear Regression 1d 1.454 67.7% -7.4% 0.4%
17 Turtle Trading 1d 1.367 50.4% -17.6% 0.6%
18 Confident Trend 1d 1.344 28.1% -14.4% 0.6%
19 Pullback 1d 1.290 -0.0% -9.1% 0.4%
20 Russell Rebalancing Strategy 1d 1.274 64.3% -5.9% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-08-24 00:00:00 SELL $87.66 123 $924,974.82 $10.78 2,043 $914,974.82 $-3,426,797.08
2022-09-04 00:00:00 SELL $497.99 20 $87,580.26 $9.96 6 $77,580.26 $-399,896.95
2022-10-08 00:00:00 BUY $436.85 33 $43,117.47 $14.42 34 $33,117.47 $-208,883.35
2022-10-22 00:00:00 SELL $54.31 114 $174,559.59 $6.19 28 $164,559.59 $-700,268.40
2022-11-15 00:00:00 SELL $269.76 33 $24,017.60 $8.90 2 $14,017.60 $-65,778.99
2022-12-29 00:00:00 SELL $332.45 21 $1,767,716.59 $6.98 14 $1,757,716.59 $-3,601,232.17
2023-01-03 00:00:00 SELL $377.84 2 $46,291.25 $0.76 1 $36,291.25 $-302,166.18
2023-01-21 00:00:00 SELL $103.33 161 $361,739.37 $16.64 875 $351,739.37 $-1,371,243.39
2023-01-22 00:00:00 SELL $252.36 13 $212,686.08 $3.28 8 $202,686.08 $-922,474.75
2023-02-12 00:00:00 SELL $98.47 3 $49,010.56 $0.30 1 $39,010.56 $-315,228.43
2023-02-12 00:00:00 BUY $117.62 7,650 $2,123,477.57 $899.76 8,622 $2,113,477.57 $-7,810,865.37
2023-02-23 00:00:00 SELL $407.71 1 $14,517.58 $0.41 15 $4,517.58 $-28,128.79
2023-02-27 00:00:00 SELL $87.16 1 $46,983.74 $0.09 0 $36,983.74 $0.00
2023-03-24 00:00:00 BUY $234.69 30 $17,697.21 $7.04 30 $7,697.21 $-59,277.95
2023-06-30 00:00:00 SELL $322.12 62 $160,711.32 $19.97 18 $150,711.32 $-1,077,465.95
2023-08-03 00:00:00 SELL $421.23 10 $30,184.06 $4.21 14 $20,184.06 $-94,046.93
2023-08-14 00:00:00 BUY $373.69 30 $26,278.16 $11.21 60 $16,278.16 $-344,008.86
2023-08-15 00:00:00 SELL $328.70 43 $51,340.83 $14.13 109 $41,340.83 $-358,738.67
2023-09-28 00:00:00 BUY $383.85 30 $491,366.03 $11.52 934 $481,366.03 $-1,893,355.26
2023-10-18 00:00:00 SELL $289.52 22 $39,967.38 $6.37 12 $29,967.38 $-357,863.39
2023-11-18 00:00:00 BUY $216.37 1,014 $2,309,147.67 $219.40 1,066 $2,299,147.67 $-5,269,933.12
2023-11-22 00:00:00 BUY $396.07 534 $556,288.25 $211.50 782 $546,288.25 $-1,677,302.07
2023-12-21 00:00:00 SELL $132.96 6 $19,480.05 $0.80 2 $9,480.05 $-61,123.89
2024-01-01 00:00:00 BUY $225.20 810 $857,133.30 $182.41 3,130 $847,133.30 $-2,718,593.27
2024-01-07 00:00:00 SELL $226.98 4 $78,193.36 $0.91 2 $68,193.36 $-147,734.83
2024-01-12 00:00:00 BUY $470.27 110 $838,599.17 $51.73 1,640 $828,599.17 $-2,404,319.71
2024-02-28 00:00:00 SELL $238.81 175 $539,065.79 $41.79 36 $529,065.79 $-1,823,237.07
2024-03-06 00:00:00 SELL $160.97 60 $124,960.01 $9.66 112 $114,960.01 $-1,065,235.18
2024-04-06 00:00:00 SELL $110.40 85 $49,913.52 $9.38 2 $39,913.52 $-199,929.68
2024-05-12 00:00:00 BUY $482.63 236 $784,311.59 $113.90 651 $774,311.59 $-2,577,042.51
2024-06-09 00:00:00 BUY $323.39 53 $115,311.27 $17.14 172 $105,311.27 $-1,010,501.56
2024-06-24 00:00:00 BUY $341.26 12 $45,238.83 $4.10 56 $35,238.83 $-93,155.17
2024-06-28 00:00:00 SELL $471.73 8 $50,836.61 $3.77 0 $40,836.61 $0.00
2024-07-24 00:00:00 SELL $247.04 4 $216,516.43 $0.99 1 $206,516.43 $-1,178,914.71
2024-08-05 00:00:00 SELL $389.85 1,676 $2,722,464.30 $653.39 33 $2,712,464.30 $-7,879,994.66
2024-10-15 00:00:00 SELL $159.52 1 $13,105.20 $0.16 0 $3,105.20 $0.00
2024-10-18 00:00:00 SELL $483.36 24 $37,867.18 $11.60 36 $27,867.18 $-360,239.91
2024-10-19 00:00:00 BUY $259.99 36 $41,365.12 $9.36 54 $31,365.12 $-102,321.28
2024-11-05 00:00:00 BUY $188.80 3 $12,371.51 $0.57 3 $2,371.51 $-16,751.08
2024-11-17 00:00:00 BUY $359.49 131 $168,374.10 $47.09 142 $158,374.10 $-603,647.75
2024-11-24 00:00:00 BUY $90.00 3 $48,715.44 $0.27 4 $38,715.44 $-314,696.90
2025-01-02 00:00:00 SELL $441.05 199 $208,527.01 $87.77 11 $198,527.01 $-1,148,451.40
2025-01-14 00:00:00 BUY $158.83 2,307 $1,283,582.23 $366.41 5,083 $1,273,582.23 $-5,917,244.51
2025-02-02 00:00:00 BUY $491.25 18 $41,062.16 $8.84 20 $31,062.16 $-190,325.46
2025-02-17 00:00:00 BUY $52.19 335 $67,513.54 $17.48 343 $57,513.54 $-408,324.51
2025-03-12 00:00:00 BUY $267.40 6 $11,896.80 $1.60 6 $1,896.80 $-12,714.72
2025-03-19 00:00:00 SELL $169.56 2 $47,712.07 $0.34 1 $37,712.07 $-319,022.22
2025-05-07 00:00:00 SELL $433.78 48 $85,015.58 $20.82 8 $75,015.58 $-422,756.39
2025-06-06 00:00:00 BUY $499.05 109 $130,380.13 $54.40 154 $120,380.13 $-902,469.39
2025-07-11 00:00:00 BUY $147.52 68 $23,980.62 $10.03 68 $13,980.62 $-89,912.52
SUMMARY (459 total orders) $23,980.62 $26424.86 - $13.35% -

EURBRL=X

Best: Bollinger Bands ⏰ 1d
PSR
0.698
Sharpe Ratio
0.561
Total Orders
461
Net Profit
15.60%
Average Win
28.02%
Average Loss
-6.63%
Annual Return
15.60%
Max Drawdown
-12.52%
Win Rate
0.5%
Profit/Loss Ratio
3.61
Alpha
0.009
Beta
0.775
Sortino Ratio
1.731
Total Fees
$4,986.16
Strategy Capacity
$1,530,830
Portfolio Turnover
2.06%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bollinger Bands 1d 2.403 32.9% -20.8% 0.5% 🏆 BEST
2 Confident Trend 1d 2.345 -4.0% -12.5% 0.5%
3 Pullback 1d 2.344 52.8% -24.3% 0.6%
4 Machine Learning Rsi 1d 2.335 75.5% -27.3% 0.3%
5 Stan Weinstein 1d 2.266 57.1% -12.4% 0.4%
6 Decision Tree 3 1d 2.259 2.4% -29.9% 0.5%
7 Counter Punsh 1d 2.120 27.2% -18.6% 0.6%
8 Mfi 1d 2.117 12.2% -11.5% 0.5%
9 Adx 1d 2.044 74.5% -6.2% 0.4%
10 Larry Williams 1d 2.039 47.1% -26.6% 0.7%
11 Face The Train 1d 2.019 -1.5% -15.3% 0.7%
12 Trend Risk Protection 1d 1.924 -5.0% -11.4% 0.3%
13 Russell Rebalancing Strategy 1d 1.920 2.9% -9.2% 0.5%
14 Rnn Linear Regression 1d 1.680 -0.1% -25.1% 0.4%
15 Macd 1d 1.609 28.4% -10.1% 0.6%
16 Inside Day 1d 1.548 25.0% -23.0% 0.4%
17 Rsi 1d 1.428 -17.5% -15.6% 0.5%
18 Ais Micro Test Diversity Gap 1d 1.345 -6.6% -14.8% 0.5%
19 Linear Regression Pca 1d 1.317 31.1% -28.0% 0.3%
20 Linear Regression 1d 1.256 26.9% -20.7% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-10-23 00:00:00 BUY $229.22 9 $43,491.07 $2.06 141 $33,491.07 $-172,371.48
2022-11-07 00:00:00 SELL $359.32 1 $670,017.93 $0.36 7 $660,017.93 $-2,106,152.63
2022-11-24 00:00:00 SELL $247.41 55 $1,831,627.94 $13.61 229 $1,821,627.94 $-2,959,496.42
2022-12-13 00:00:00 SELL $249.76 13 $8,650.24 $3.25 12 $-1,349.76 $-44,883.95
2022-12-14 00:00:00 SELL $446.59 9 $158,085.88 $4.02 13 $148,085.88 $-541,171.21
2022-12-19 00:00:00 SELL $214.97 6 $47,014.59 $1.29 1 $37,014.59 $-161,095.86
2023-01-06 00:00:00 SELL $369.36 1 $60,051.20 $0.37 9 $50,051.20 $-186,886.37
2023-01-12 00:00:00 SELL $283.23 1 $17,458.00 $0.28 0 $7,458.00 $0.00
2023-01-27 00:00:00 BUY $111.86 28 $15,445.02 $3.13 29 $5,445.02 $-134,854.56
2023-04-11 00:00:00 SELL $424.26 77 $38,795.21 $32.67 38 $28,795.21 $-134,384.74
2023-05-21 00:00:00 SELL $460.41 3 $27,851.31 $1.38 6 $17,851.31 $-62,980.98
2023-06-21 00:00:00 SELL $499.64 837 $741,683.79 $418.20 563 $731,683.79 $-2,481,361.59
2023-07-18 00:00:00 SELL $365.55 10 $431,742.29 $3.66 347 $421,742.29 $-1,239,644.87
2023-08-13 00:00:00 BUY $349.17 9 $21,118.15 $3.14 9 $11,118.15 $-56,522.29
2023-08-17 00:00:00 BUY $85.61 2,357 $814,422.83 $201.78 2,545 $804,422.83 $-2,596,501.78
2023-08-28 00:00:00 SELL $259.09 1 $460,592.08 $0.26 1 $450,592.08 $-1,428,763.99
2023-12-22 00:00:00 BUY $327.20 17 $154,573.34 $5.56 17 $144,573.34 $-541,414.45
2024-01-07 00:00:00 SELL $139.84 6 $39,633.41 $0.84 32 $29,633.41 $-146,031.90
2024-01-15 00:00:00 SELL $222.57 3 $12,331.24 $0.67 10 $2,331.24 $-102,105.66
2024-01-26 00:00:00 BUY $87.73 162 $425,490.91 $14.21 178 $415,490.91 $-1,399,194.29
2024-02-06 00:00:00 SELL $91.15 26 $205,832.06 $2.37 9 $195,832.06 $-627,219.85
2024-02-29 00:00:00 SELL $195.02 3 $4,169.35 $0.59 16 $-5,830.65 $-37,294.46
2024-03-16 00:00:00 SELL $396.94 22 $52,214.99 $8.73 119 $42,214.99 $-159,518.70
2024-04-23 00:00:00 SELL $144.03 61 $149,761.20 $8.79 17 $139,761.20 $-514,356.45
2024-05-02 00:00:00 SELL $450.50 10 $83,255.08 $4.50 1 $73,255.08 $-238,640.90
2024-06-02 00:00:00 SELL $172.07 45 $59,950.34 $7.74 74 $49,950.34 $-194,021.30
2024-08-05 00:00:00 BUY $338.27 601 $504,520.92 $203.30 671 $494,520.92 $-1,440,281.93
2024-08-12 00:00:00 SELL $90.41 2 $165,037.77 $0.18 1 $155,037.77 $-478,186.40
2024-08-13 00:00:00 SELL $344.43 451 $301,837.97 $155.34 37 $291,837.97 $-991,528.66
2024-08-27 00:00:00 SELL $401.98 69 $557,408.37 $27.74 257 $547,408.37 $-2,145,941.72
2024-09-05 00:00:00 SELL $473.86 16 $111,253.28 $7.58 6 $101,253.28 $-347,449.51
2024-10-01 00:00:00 SELL $227.04 1 $15,485.89 $0.23 1 $5,485.89 $-130,540.50
2024-10-06 00:00:00 BUY $321.88 28 $158,401.17 $9.01 124 $148,401.17 $-644,772.13
2024-11-05 00:00:00 BUY $461.64 6 $12,810.62 $2.77 6 $2,810.62 $-103,222.87
2024-11-06 00:00:00 BUY $416.99 8 $16,092.53 $3.34 17 $6,092.53 $-104,822.64
2024-11-21 00:00:00 SELL $168.46 2 $182,378.06 $0.34 6 $172,378.06 $-967,049.98
2024-11-25 00:00:00 SELL $369.58 3 $8,989.73 $1.11 3 $-1,010.27 $-1,622.22
2024-12-24 00:00:00 BUY $265.89 7 $103,679.14 $1.86 22 $93,679.14 $-342,581.80
2025-01-06 00:00:00 BUY $457.89 7 $12,643.47 $3.21 21 $2,643.47 $-81,941.23
2025-01-06 00:00:00 BUY $169.25 6 $127,694.31 $1.02 342 $117,694.31 $-705,942.17
2025-01-10 00:00:00 BUY $155.89 23 $12,334.34 $3.59 23 $2,334.34 $-127,182.11
2025-01-20 00:00:00 SELL $169.69 2 $152,553.73 $0.34 7 $142,553.73 $-515,617.02
2025-01-28 00:00:00 BUY $422.98 37 $248,836.42 $15.65 137 $238,836.42 $-1,002,690.23
2025-05-17 00:00:00 SELL $437.90 1 $15,923.35 $0.44 0 $5,923.35 $0.00
2025-06-09 00:00:00 SELL $132.58 9 $47,485.36 $1.19 0 $37,485.36 $0.00
2025-06-13 00:00:00 BUY $235.93 115 $178,673.20 $27.13 124 $168,673.20 $-598,785.15
2025-06-16 00:00:00 SELL $415.96 3 $14,464.53 $1.25 15 $4,464.53 $-45,166.87
2025-06-22 00:00:00 SELL $492.59 1 $15,235.88 $0.49 2 $5,235.88 $-105,007.51
2025-07-03 00:00:00 SELL $353.54 2 $9,268.92 $0.71 1 $-731.08 $-42,313.61
2025-07-03 00:00:00 BUY $121.69 20 $11,039.20 $2.43 20 $1,039.20 $-106,328.74
SUMMARY (437 total orders) $11,039.20 $11152.43 - $15.60% -

USDMXN=X

Best: Bollinger Bands ⏰ 1d
PSR
0.755
Sharpe Ratio
0.727
Total Orders
437
Net Profit
47.32%
Average Win
30.16%
Average Loss
-7.98%
Annual Return
47.32%
Max Drawdown
-16.33%
Win Rate
0.5%
Profit/Loss Ratio
4.79
Alpha
0.134
Beta
0.607
Sortino Ratio
1.719
Total Fees
$1,395.15
Strategy Capacity
$990,279
Portfolio Turnover
1.66%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Bollinger Bands 1d 2.387 -13.0% -24.5% 0.6% 🏆 BEST
2 Russell Rebalancing Strategy 1d 2.342 37.1% -11.9% 0.7%
3 Trend Risk Protection 1d 2.341 -3.6% -7.1% 0.6%
4 Ais Micro Test Diversity Gap 1d 2.276 22.2% -11.7% 0.3%
5 Decision Tree 1d 2.265 46.3% -20.8% 0.7%
6 Crude Oil 1d 2.163 49.1% -8.1% 0.3%
7 Mfi 1d 2.136 63.3% -18.9% 0.4%
8 Bullish Engulfing 1d 2.071 52.9% -9.1% 0.6%
9 Stan Weinstein 1d 1.993 -4.0% -11.7% 0.6%
10 Long Short Term Memory Neural Network 1d 1.920 54.4% -29.0% 0.5%
11 Decision Tree 2 1d 1.904 44.7% -23.1% 0.5%
12 Confident Trend 1d 1.900 5.9% -18.1% 0.3%
13 Adx 1d 1.866 79.7% -26.0% 0.4%
14 Rsi 1d 1.841 -19.3% -16.4% 0.3%
15 Counter Punsh 1d 1.804 24.3% -17.8% 0.6%
16 Rnn Linear Regression 1d 1.591 68.6% -5.1% 0.6%
17 Improved Index Trend 1d 1.434 66.1% -17.3% 0.4%
18 Machine Learning Rsi 1d 1.428 -8.6% -15.7% 0.5%
19 Macd 1d 1.403 37.4% -25.2% 0.5%
20 Weekly Breakout 1d 1.306 10.1% -28.3% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-05-04 00:00:00 SELL $249.85 2 $317,940.50 $0.50 5 $307,940.50 $-1,470,279.98
2022-05-13 00:00:00 SELL $458.28 9,015 $9,785,855.47 $4131.40 510 $9,775,855.47 $-12,075,469.78
2022-05-16 00:00:00 BUY $420.78 117 $126,120.39 $49.23 120 $116,120.39 $-138,066.39
2022-06-01 00:00:00 SELL $89.35 1 $7,308,601.89 $0.09 1 $7,298,601.89 $-7,062,986.72
2022-06-13 00:00:00 BUY $104.36 2,478 $1,038,281.37 $258.59 2,517 $1,028,281.37 $-2,967,724.06
2022-06-14 00:00:00 SELL $334.31 1 $42,909.79 $0.33 23 $32,909.79 $-14,675.80
2022-08-27 00:00:00 BUY $102.34 19 $51,478.95 $1.94 19 $41,478.95 $-62,825.00
2022-08-30 00:00:00 SELL $333.95 1 $2,685,638.31 $0.33 0 $2,675,638.31 $0.00
2022-09-03 00:00:00 BUY $329.13 5,367 $12,411,945.24 $1766.43 53,579 $12,401,945.24 $-51,172,860.16
2022-09-23 00:00:00 SELL $459.15 4 $340,542.30 $1.84 75 $330,542.30 $-1,937,201.51
2022-09-26 00:00:00 SELL $236.33 7 $208,682.83 $1.65 2 $198,682.83 $-325,458.43
2022-10-10 00:00:00 SELL $347.83 531 $19,141,447.85 $184.70 405 $19,131,447.85 $-63,696,286.55
2022-10-24 00:00:00 SELL $193.14 1,196 $32,912,921.05 $231.00 477 $32,902,921.05 $-35,935,847.06
2022-10-25 00:00:00 BUY $438.42 70 $126,576.13 $30.69 99 $116,576.13 $-438,691.19
2022-10-27 00:00:00 SELL $447.90 7,203 $18,294,178.59 $3226.22 2,453 $18,284,178.59 $-87,175,234.03
2022-12-16 00:00:00 SELL $426.70 10 $1,460,898.31 $4.27 135 $1,450,898.31 $-2,576,168.99
2023-01-10 00:00:00 SELL $122.71 3 $347,551.06 $0.37 7 $337,551.06 $-1,970,778.96
2023-02-05 00:00:00 SELL $437.51 1 $11,450.97 $0.44 0 $1,450.97 $0.00
2023-03-01 00:00:00 SELL $58.88 5 $824,100.92 $0.29 3 $814,100.92 $-2,162,189.21
2023-03-04 00:00:00 SELL $472.07 2 $10,565.62 $0.94 5 $565.62 $-6,162.51
2023-04-22 00:00:00 SELL $475.78 1 $274,321.34 $0.48 256 $264,321.34 $-1,506,415.19
2023-04-30 00:00:00 BUY $165.35 217 $85,452.22 $35.88 526 $75,452.22 $-671,854.07
2023-07-21 00:00:00 SELL $320.57 3 $278,140.85 $0.96 207 $268,140.85 $-1,635,842.48
2023-09-03 00:00:00 SELL $375.37 304 $1,991,270.00 $114.11 81 $1,981,270.00 $-3,458,585.82
2023-09-21 00:00:00 SELL $184.75 7 $72,371.44 $1.29 20 $62,371.44 $-81,644.34
2023-09-29 00:00:00 SELL $79.28 66 $172,404.36 $5.23 32 $162,404.36 $-601,935.54
2023-10-03 00:00:00 BUY $469.74 50 $208,347.60 $23.49 501 $198,347.60 $-1,513,093.65
2023-10-13 00:00:00 BUY $309.71 83 $320,234.39 $25.71 122 $310,234.39 $-1,734,137.91
2023-12-05 00:00:00 SELL $67.39 23,707 $17,075,136.39 $1597.59 5,498 $17,065,136.39 $-85,901,474.33
2023-12-19 00:00:00 SELL $466.08 3,580 $6,502,524.43 $1668.57 4,624 $6,492,524.43 $-4,241,397.62
2023-12-24 00:00:00 SELL $54.01 5 $2,020,582.98 $0.27 1 $2,010,582.98 $-3,488,936.72
2024-01-13 00:00:00 SELL $69.38 92 $2,685,304.69 $6.38 1 $2,675,304.69 $-3,819,277.46
2024-02-14 00:00:00 SELL $59.11 4 $11,137.83 $0.24 0 $1,137.83 $0.00
2024-04-22 00:00:00 BUY $496.69 1,086 $18,296,264.27 $539.40 1,524 $18,286,264.27 $-87,516,977.21
2024-04-26 00:00:00 SELL $113.68 587 $18,726,705.13 $66.73 709 $18,716,705.13 $-96,328,691.10
2024-05-11 00:00:00 SELL $322.00 251 $137,107.95 $80.82 33 $127,107.95 $-154,259.08
2024-05-18 00:00:00 SELL $436.66 221 $32,682,153.82 $96.50 1,673 $32,672,153.82 $-35,297,439.84
2024-06-02 00:00:00 SELL $378.49 2 $317,441.30 $0.76 7 $307,441.30 $-1,468,879.78
2024-07-02 00:00:00 SELL $396.01 103 $158,305.20 $40.79 16 $148,305.20 $-711,114.47
2024-07-29 00:00:00 SELL $134.36 110 $1,029,884.51 $14.78 1,485 $1,019,884.51 $-2,898,029.49
2024-08-29 00:00:00 SELL $432.22 5 $12,471.63 $2.16 0 $2,471.63 $0.00
2024-09-20 00:00:00 BUY $461.37 29 $72,945.26 $13.38 140 $62,945.26 $-70,351.32
2024-10-24 00:00:00 SELL $387.63 75 $2,020,313.20 $29.07 6 $2,010,313.20 $-3,486,664.95
2024-11-14 00:00:00 BUY $370.57 1,277 $1,296,474.63 $473.22 7,268 $1,286,474.63 $-2,405,376.25
2024-12-03 00:00:00 BUY $104.51 3,161 $1,690,313.41 $330.37 3,161 $1,680,313.41 $-3,158,619.18
2024-12-03 00:00:00 SELL $327.84 1,820 $23,107,213.17 $596.67 602 $23,097,213.17 $-71,369,837.74
2025-01-22 00:00:00 BUY $261.49 120 $95,165.81 $31.38 219 $85,165.81 $-455,518.05
2025-01-31 00:00:00 SELL $149.54 8 $175,400.91 $1.20 3 $165,400.91 $-188,111.39
2025-03-03 00:00:00 SELL $155.46 59 $292,973.32 $9.17 8 $282,973.32 $-820,297.05
2025-07-23 00:00:00 BUY $217.36 4,001 $15,108,771.83 $869.66 17,371 $15,098,771.83 $-58,810,273.90
SUMMARY (421 total orders) $15,108,771.83 $220477.19 - $47.32% -

EURMXN=X

Best: Donchian Channels Breakout ⏰ 1d
PSR
0.766
Sharpe Ratio
1.868
Total Orders
356
Net Profit
18.81%
Average Win
22.24%
Average Loss
-7.97%
Annual Return
18.81%
Max Drawdown
-19.18%
Win Rate
0.3%
Profit/Loss Ratio
4.52
Alpha
0.175
Beta
0.698
Sortino Ratio
1.007
Total Fees
$2,747.60
Strategy Capacity
$2,203,468
Portfolio Turnover
2.05%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Channels Breakout 1d 2.368 39.8% -26.7% 0.5% 🏆 BEST
2 Larry Williams 1d 2.354 11.5% -12.4% 0.5%
3 Support Vector Machines 1d 2.295 73.0% -28.5% 0.4%
4 Long Short Term Memory Neural Network 1d 2.144 -5.1% -11.2% 0.4%
5 Face The Train 1d 2.032 -1.8% -5.2% 0.6%
6 Decision Tree 2 1d 1.813 51.9% -28.8% 0.3%
7 Confident Trend 1d 1.796 63.7% -24.2% 0.7%
8 Linear Regression 1d 1.695 58.3% -15.4% 0.4%
9 Decision Tree 3 1d 1.671 -5.5% -26.0% 0.5%
10 Donchian Boyt 1d 1.655 70.1% -11.8% 0.4%
11 Bollinger Bands 1d 1.603 57.7% -17.1% 0.6%
12 Mfi 1d 1.556 3.7% -15.1% 0.6%
13 Inside Day 1d 1.551 7.3% -16.2% 0.4%
14 Rsi 1d 1.538 70.4% -25.6% 0.4%
15 Bitcoin 1d 1.523 65.4% -26.3% 0.4%
16 Machine Learning Rsi 1d 1.482 79.3% -22.6% 0.3%
17 Bullish Engulfing 1d 1.402 0.1% -9.0% 0.6%
18 Rnn Linear Regression 1d 1.327 -13.9% -14.7% 0.3%
19 Svm Rnn 1d 1.292 72.5% -22.1% 0.3%
20 Neural Networks Recurrent Neural 1d 1.262 52.7% -28.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-05-15 00:00:00 BUY $405.45 8 $17,830.67 $3.24 29 $7,830.67 $-39,298.40
2021-09-24 00:00:00 BUY $71.41 295 $78,356.49 $21.07 644 $68,356.49 $-230,461.16
2021-11-03 00:00:00 SELL $251.09 40 $351,297.71 $10.04 24 $341,297.71 $-541,151.35
2021-11-05 00:00:00 BUY $98.15 838 $716,079.89 $82.25 3,566 $706,079.89 $-6,646,624.96
2021-12-03 00:00:00 SELL $249.24 13 $1,120,410.05 $3.24 11 $1,110,410.05 $-4,676,202.86
2022-01-15 00:00:00 SELL $291.90 2 $45,388.67 $0.58 116 $35,388.67 $-110,902.30
2022-01-31 00:00:00 SELL $240.82 83 $248,130.76 $19.99 1,153 $238,130.76 $-1,080,762.41
2022-02-03 00:00:00 SELL $224.35 11 $316,414.61 $2.47 180 $306,414.61 $-718,467.72
2022-02-16 00:00:00 BUY $52.41 79 $55,136.02 $4.14 79 $45,136.02 $-125,083.77
2022-04-23 00:00:00 SELL $373.37 687 $1,345,269.39 $256.51 47 $1,335,269.39 $-6,299,863.28
2022-05-04 00:00:00 SELL $133.15 1,024 $932,071.22 $136.34 1,037 $922,071.22 $-5,915,001.67
2022-05-13 00:00:00 SELL $262.44 1 $108,133.40 $0.26 2 $98,133.40 $-154,495.23
2022-07-17 00:00:00 SELL $189.31 3,564 $3,208,181.37 $674.69 20 $3,198,181.37 $-12,289,554.33
2022-10-23 00:00:00 SELL $432.03 130 $325,446.19 $56.16 121 $315,446.19 $-621,596.26
2022-11-07 00:00:00 BUY $287.77 1,154 $832,791.77 $332.09 1,172 $822,791.77 $-1,915,257.16
2022-12-04 00:00:00 BUY $231.07 204 $335,894.63 $47.14 352 $325,894.63 $-977,052.38
2022-12-05 00:00:00 SELL $341.30 35 $30,231.95 $11.95 20 $20,231.95 $-101,674.94
2022-12-13 00:00:00 SELL $464.92 289 $1,473,134.34 $134.36 1,471 $1,463,134.34 $-7,168,238.85
2022-12-20 00:00:00 BUY $319.22 6 $33,504.56 $1.92 43 $23,504.56 $-100,747.14
2022-12-29 00:00:00 SELL $303.66 53 $30,422.32 $16.09 9 $20,422.32 $-17,691.80
2023-01-29 00:00:00 SELL $251.87 101 $1,013,369.89 $25.44 430 $1,003,369.89 $-5,088,921.19
2023-02-02 00:00:00 BUY $298.30 905 $1,099,316.24 $269.96 908 $1,089,316.24 $-3,302,036.97
2023-02-20 00:00:00 BUY $250.42 70 $295,446.99 $17.53 80 $285,446.99 $-323,599.12
2023-03-28 00:00:00 SELL $353.59 1 $531,961.71 $0.35 28 $521,961.71 $-1,545,223.13
2023-05-17 00:00:00 SELL $188.47 2,714 $1,514,716.63 $511.51 300 $1,504,716.63 $-7,227,982.32
2023-06-11 00:00:00 SELL $107.41 81 $498,148.57 $8.70 175 $488,148.57 $-1,536,326.35
2023-07-11 00:00:00 BUY $494.83 487 $2,709,543.78 $240.98 1,405 $2,699,543.78 $-7,958,301.06
2023-08-26 00:00:00 SELL $93.00 2 $3,197,124.42 $0.19 28 $3,187,124.42 $-12,393,168.21
2023-09-11 00:00:00 BUY $179.98 2,171 $1,082,004.01 $390.74 3,642 $1,072,004.01 $-7,196,648.15
2023-10-13 00:00:00 SELL $84.72 287 $3,471,562.47 $24.31 54 $3,461,562.47 $-11,352,292.08
2023-10-24 00:00:00 SELL $427.13 2,693 $3,555,146.26 $1150.27 731 $3,545,146.26 $-9,534,778.21
2023-11-02 00:00:00 SELL $372.14 125 $374,953.67 $46.52 94 $364,953.67 $-1,176,803.02
2023-11-16 00:00:00 SELL $359.40 21 $30,310.41 $7.55 1 $20,310.41 $-79,421.15
2023-12-22 00:00:00 SELL $315.70 1 $1,120,014.02 $0.32 0 $1,110,014.02 $0.00
2024-01-26 00:00:00 SELL $447.95 942 $1,353,620.29 $421.97 95 $1,343,620.29 $-6,010,521.11
2024-03-06 00:00:00 SELL $87.45 13 $489,456.80 $1.14 256 $479,456.80 $-1,532,736.36
2024-06-04 00:00:00 BUY $338.87 226 $1,043,351.80 $76.59 226 $1,033,351.80 $-4,610,111.85
2024-07-14 00:00:00 SELL $231.41 256 $2,824,129.70 $59.24 4,856 $2,814,129.70 $-9,655,984.75
2024-07-27 00:00:00 BUY $446.47 28 $76,740.34 $12.50 77 $66,740.34 $-139,502.85
2024-10-12 00:00:00 SELL $78.67 6 $29,535.43 $0.47 1 $19,535.43 $-42,368.93
2024-10-16 00:00:00 BUY $487.24 5 $16,269.01 $2.44 37 $6,269.01 $-59,032.90
2024-10-21 00:00:00 BUY $233.51 586 $825,489.02 $136.84 3,299 $815,489.02 $-4,967,113.10
2024-11-24 00:00:00 BUY $371.03 96 $304,984.56 $35.62 325 $294,984.56 $-390,973.70
2025-01-02 00:00:00 SELL $489.64 1 $355,090.40 $0.49 0 $345,090.40 $0.00
2025-01-27 00:00:00 SELL $99.55 1 $3,209,488.63 $0.10 3 $3,199,488.63 $-12,293,041.79
2025-02-04 00:00:00 SELL $337.15 5 $17,933.12 $1.69 8 $7,933.12 $-10,036.08
2025-02-18 00:00:00 SELL $123.82 714 $517,916.92 $88.41 118 $507,916.92 $-1,911,233.47
2025-03-29 00:00:00 BUY $371.10 667 $2,461,775.04 $247.52 2,072 $2,451,775.04 $-8,125,603.51
2025-06-18 00:00:00 SELL $202.34 1,052 $586,804.60 $212.86 225 $576,804.60 $-2,023,941.05
2025-07-20 00:00:00 SELL $67.03 528 $1,281,044.51 $35.39 311 $1,271,044.51 $-4,292,599.37
SUMMARY (346 total orders) $1,281,044.51 $28006.61 - $18.81% -

USDCNY=X

Best: Inside Day ⏰ 1d
PSR
0.755
Sharpe Ratio
0.244
Total Orders
378
Net Profit
25.25%
Average Win
33.84%
Average Loss
-6.50%
Annual Return
25.25%
Max Drawdown
-22.43%
Win Rate
0.4%
Profit/Loss Ratio
6.28
Alpha
0.001
Beta
1.105
Sortino Ratio
1.297
Total Fees
$4,745.06
Strategy Capacity
$4,811,117
Portfolio Turnover
0.86%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Inside Day 1d 2.487 -19.3% -10.8% 0.4% 🏆 BEST
2 Stable Mean Revert 1d 2.396 -6.9% -26.5% 0.4%
3 Trend Risk Protection 1d 2.298 55.9% -5.9% 0.5%
4 Support Vector Machines 1d 2.122 69.9% -19.1% 0.7%
5 Macd 1d 2.117 75.4% -7.4% 0.5%
6 Wheel Strategy 1d 2.009 56.8% -13.9% 0.5%
7 Donchian Boyt 1d 1.944 61.7% -11.0% 0.6%
8 Ride The Aggression 1d 1.942 66.4% -13.1% 0.6%
9 Improved Index Trend 1d 1.941 34.9% -16.8% 0.6%
10 Machine Learning Rsi 1d 1.911 41.5% -19.1% 0.4%
11 Rnn Linear Regression 1d 1.732 32.3% -14.3% 0.6%
12 Decision Tree 2 1d 1.604 22.9% -9.0% 0.7%
13 Multi Layer Ema 1d 1.485 -12.3% -10.9% 0.4%
14 Donchian Channels Breakout 1d 1.413 33.8% -18.6% 0.4%
15 Stan Weinstein 1d 1.388 2.1% -9.6% 0.4%
16 Larry Williams 1d 1.360 58.8% -24.5% 0.6%
17 Decision Tree 3 1d 1.336 49.2% -9.9% 0.6%
18 Face The Train 1d 1.316 -2.8% -23.7% 0.4%
19 Confident Trend 1d 1.217 -4.0% -26.0% 0.3%
20 Bollinger Bands 1d 1.216 23.1% -11.1% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-07-20 00:00:00 SELL $381.84 490 $2,701,114.43 $187.10 532 $2,691,114.43 $-10,403,616.56
2021-07-28 00:00:00 SELL $477.93 16 $161,971.66 $7.65 4 $151,971.66 $-185,990.43
2021-09-09 00:00:00 BUY $89.93 619 $1,084,827.43 $55.67 680 $1,074,827.43 $-5,673,607.52
2021-11-05 00:00:00 BUY $64.16 716 $245,338.07 $45.94 728 $235,338.07 $-811,549.05
2021-12-12 00:00:00 BUY $417.33 4 $7,920.50 $1.67 4 $-2,079.50 $-6,527.43
2021-12-29 00:00:00 SELL $106.27 4 $19,965.88 $0.43 1 $9,965.88 $-17,439.74
2022-01-23 00:00:00 BUY $132.73 1,875 $2,676,158.75 $248.86 1,887 $2,666,158.75 $-10,356,303.19
2022-02-02 00:00:00 SELL $108.98 1 $1,281,532.14 $0.11 21 $1,271,532.14 $-2,868,977.52
2022-03-03 00:00:00 SELL $57.49 1,126 $837,316.85 $64.73 173 $827,316.85 $-8,055,561.87
2022-05-02 00:00:00 SELL $153.44 9 $18,698.71 $1.38 0 $8,698.71 $0.00
2022-05-12 00:00:00 BUY $170.15 676 $819,959.16 $115.02 1,034 $809,959.16 $-5,275,909.48
2022-05-31 00:00:00 BUY $205.94 933 $643,709.56 $192.14 2,025 $633,709.56 $-8,016,370.34
2022-08-06 00:00:00 SELL $398.68 147 $1,085,819.97 $58.61 361 $1,075,819.97 $-5,422,942.83
2022-10-17 00:00:00 SELL $253.83 56 $23,824.01 $14.21 49 $13,824.01 $-20,953.79
2022-10-17 00:00:00 SELL $199.26 34 $1,166,657.62 $6.77 9 $1,156,657.62 $-5,565,074.10
2022-10-20 00:00:00 SELL $427.44 1 $11,121.93 $0.43 0 $1,121.93 $0.00
2022-12-18 00:00:00 SELL $64.16 7 $40,576.44 $0.45 3 $30,576.44 $-38,635.44
2022-12-18 00:00:00 BUY $167.38 1,689 $845,994.75 $282.71 2,386 $835,994.75 $-1,580,639.21
2023-02-16 00:00:00 SELL $439.88 8 $3,823,936.52 $3.52 30 $3,813,936.52 $-11,969,571.83
2023-02-24 00:00:00 SELL $411.85 22 $28,289.94 $9.06 57 $18,289.94 $-14,497.36
2023-03-12 00:00:00 SELL $120.54 4 $1,283,803.09 $0.48 13 $1,273,803.09 $-2,869,699.06
2023-03-17 00:00:00 BUY $248.90 816 $1,087,607.80 $203.10 820 $1,077,607.80 $-4,267,360.68
2023-06-13 00:00:00 BUY $54.59 838 $148,145.77 $45.75 838 $138,145.77 $-291,365.76
2023-06-21 00:00:00 SELL $233.43 2,821 $1,277,622.31 $658.52 260 $1,267,622.31 $-2,428,023.20
2023-08-18 00:00:00 BUY $193.67 692 $1,523,084.40 $134.02 4,510 $1,513,084.40 $-9,026,469.77
2023-09-09 00:00:00 SELL $243.09 567 $399,731.00 $137.83 157 $389,731.00 $-897,960.89
2023-09-21 00:00:00 SELL $87.20 114 $1,154,468.12 $9.94 816 $1,144,468.12 $-4,884,649.46
2023-09-21 00:00:00 SELL $113.38 216 $1,147,287.54 $24.49 393 $1,137,287.54 $-7,646,688.98
2023-12-02 00:00:00 SELL $100.22 13 $1,285,104.67 $1.30 0 $1,275,104.67 $0.00
2024-01-31 00:00:00 SELL $346.82 3 $39,983.38 $1.04 4 $29,983.38 $-39,071.51
2024-03-31 00:00:00 BUY $410.35 926 $1,113,185.22 $379.98 5,105 $1,103,185.22 $-7,425,097.22
2024-04-07 00:00:00 SELL $312.36 33 $645,563.64 $10.31 21 $635,563.64 $-1,203,120.71
2024-05-03 00:00:00 SELL $498.21 66 $129,762.68 $32.88 62 $119,762.68 $-121,647.73
2024-06-19 00:00:00 SELL $490.56 3 $1,363,500.93 $1.47 10 $1,353,500.93 $-4,097,065.78
2024-06-26 00:00:00 BUY $385.91 13 $125,675.33 $5.02 29 $115,675.33 $-104,769.66
2024-06-28 00:00:00 SELL $367.10 62 $187,856.46 $22.76 36 $177,856.46 $-323,898.26
2024-08-05 00:00:00 SELL $191.56 1,069 $3,581,047.10 $204.77 265 $3,571,047.10 $-12,385,756.00
2024-08-09 00:00:00 BUY $337.62 68 $111,442.04 $22.96 115 $101,442.04 $-113,710.18
2024-08-09 00:00:00 BUY $82.57 111 $205,435.83 $9.17 409 $195,435.83 $-500,653.80
2024-08-13 00:00:00 SELL $141.40 2,020 $885,038.48 $285.62 2,687 $875,038.48 $-3,544,162.21
2024-08-18 00:00:00 SELL $273.99 4 $19,541.23 $1.10 5 $9,541.23 $-16,176.04
2024-09-04 00:00:00 SELL $112.89 117 $1,433,454.27 $13.21 36 $1,423,454.27 $-1,671,781.05
2024-09-28 00:00:00 SELL $415.33 52 $2,924,964.59 $21.60 14 $2,914,964.59 $-10,600,942.64
2024-11-21 00:00:00 SELL $258.65 349 $1,146,688.73 $90.27 202 $1,136,688.73 $-3,871,845.43
2025-01-31 00:00:00 SELL $51.59 2 $9,023.88 $0.10 0 $-976.12 $0.00
2025-03-10 00:00:00 SELL $191.53 136 $1,250,298.41 $26.05 455 $1,240,298.41 $-4,868,657.68
2025-04-23 00:00:00 SELL $461.28 1,114 $1,018,929.76 $513.87 1,919 $1,008,929.76 $-8,047,005.11
2025-06-08 00:00:00 SELL $348.12 89 $148,053.62 $30.98 20 $138,053.62 $-225,764.35
2025-07-05 00:00:00 SELL $477.53 102 $262,038.63 $48.71 724 $252,038.63 $-590,392.98
2025-07-17 00:00:00 BUY $150.21 52 $42,771.63 $7.81 140 $32,771.63 $-38,816.47
SUMMARY (366 total orders) $42,771.63 $32806.99 - $25.25% -

EURCNY=X

Best: Ais Micro Test Diversity Gap ⏰ 1d
PSR
0.729
Sharpe Ratio
1.070
Total Orders
350
Net Profit
15.52%
Average Win
20.58%
Average Loss
-2.77%
Annual Return
15.52%
Max Drawdown
-22.97%
Win Rate
0.3%
Profit/Loss Ratio
7.35
Alpha
0.160
Beta
1.737
Sortino Ratio
1.683
Total Fees
$2,962.28
Strategy Capacity
$1,591,002
Portfolio Turnover
1.32%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Ais Micro Test Diversity Gap 1d 2.412 1.1% -29.6% 0.4% 🏆 BEST
2 Stan Weinstein 1d 2.364 49.6% -28.2% 0.3%
3 Adx 1d 2.312 8.9% -21.0% 0.6%
4 Rnn Linear Regression 1d 2.298 79.7% -28.3% 0.3%
5 Crude Oil 1d 2.294 55.1% -22.7% 0.3%
6 Larry Williams 1d 2.257 47.7% -14.3% 0.5%
7 Inside Day 1d 2.192 20.3% -25.2% 0.5%
8 Markov 1d 2.098 -5.8% -14.5% 0.5%
9 Lazy Trend Follower 1d 2.088 4.7% -26.1% 0.3%
10 Mfi 1d 2.056 -3.9% -10.4% 0.7%
11 Stable Mean Revert 1d 2.030 56.8% -7.4% 0.4%
12 Face The Train 1d 2.010 73.8% -6.5% 0.7%
13 Svm Rnn 1d 2.002 43.3% -27.3% 0.4%
14 Donchian Boyt 1d 1.902 -5.7% -17.1% 0.4%
15 Counter Punsh 1d 1.875 44.6% -29.4% 0.3%
16 Buyandhold 1d 1.822 47.2% -24.9% 0.4%
17 Decision Tree 3 1d 1.818 23.9% -26.3% 0.5%
18 Rsi 1d 1.786 63.1% -29.7% 0.4%
19 Confident Trend 1d 1.679 32.3% -25.2% 0.6%
20 Neural Networks Recurrent Neural 1d 1.630 -2.1% -28.6% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-12-15 00:00:00 BUY $236.84 89 $101,420.29 $21.08 257 $91,420.29 $-417,547.65
2021-02-08 00:00:00 BUY $79.11 1,227 $520,829.21 $97.06 1,298 $510,829.21 $-808,740.95
2021-02-23 00:00:00 BUY $465.64 121 $243,176.58 $56.34 892 $233,176.58 $-1,702,108.20
2021-05-03 00:00:00 BUY $176.97 768 $413,884.40 $135.91 930 $403,884.40 $-610,923.69
2021-05-17 00:00:00 SELL $273.17 10 $30,903.62 $2.73 57 $20,903.62 $-241,120.68
2021-07-25 00:00:00 SELL $402.95 1 $584,154.81 $0.40 0 $574,154.81 $0.00
2021-08-19 00:00:00 BUY $406.20 20 $30,447.20 $8.12 20 $20,447.20 $-136,806.07
2021-12-04 00:00:00 SELL $330.69 277 $696,009.32 $91.60 239 $686,009.32 $-1,027,307.10
2021-12-22 00:00:00 BUY $88.95 172 $238,487.00 $15.30 235 $228,487.00 $-609,583.17
2022-01-17 00:00:00 SELL $411.34 23 $24,921.52 $9.46 8 $14,921.52 $-42,045.01
2022-02-28 00:00:00 SELL $478.01 16 $72,837.81 $7.65 7 $62,837.81 $-322,887.58
2022-03-02 00:00:00 SELL $467.26 2 $69,885.86 $0.93 1 $59,885.86 $-320,958.72
2022-03-12 00:00:00 SELL $113.30 3 $153,107.46 $0.34 0 $143,107.46 $0.00
2022-05-29 00:00:00 SELL $261.73 237 $843,319.56 $62.03 1,076 $833,319.56 $-2,902,991.71
2022-06-07 00:00:00 BUY $302.62 6 $34,371.11 $1.82 77 $24,371.11 $-96,418.90
2022-06-25 00:00:00 SELL $170.43 580 $670,570.55 $98.85 7 $660,570.55 $-1,039,146.03
2022-07-03 00:00:00 SELL $171.75 2 $9,311.66 $0.34 1 $-688.34 $-1,645.85
2023-01-03 00:00:00 SELL $459.25 6 $10,508.34 $2.76 6 $508.34 $-1,024.57
2023-01-16 00:00:00 SELL $324.59 112 $436,887.88 $36.35 429 $426,887.88 $-2,635,396.69
2023-02-08 00:00:00 SELL $264.90 4 $17,837.18 $1.06 0 $7,837.18 $0.00
2023-02-21 00:00:00 BUY $457.24 5 $9,906.65 $2.29 5 $-93.35 $-6,435.55
2023-03-29 00:00:00 BUY $453.54 28 $171,033.96 $12.70 28 $161,033.96 $-555,941.85
2023-04-02 00:00:00 SELL $392.04 14 $720,186.23 $5.49 88 $710,186.23 $-1,408,201.22
2023-07-08 00:00:00 BUY $190.97 45 $277,867.01 $8.59 154 $267,867.01 $-616,376.33
2023-08-18 00:00:00 BUY $417.00 5 $48,661.51 $2.09 23 $38,661.51 $-95,584.45
2023-09-04 00:00:00 BUY $396.50 43 $364,832.58 $17.05 680 $354,832.58 $-2,408,734.84
2023-09-07 00:00:00 SELL $487.06 21 $157,765.68 $10.23 96 $147,765.68 $-484,561.69
2023-12-19 00:00:00 SELL $311.34 2 $70,879.55 $0.62 2 $60,879.55 $-317,389.97
2023-12-24 00:00:00 SELL $448.25 55 $797,172.87 $24.65 40 $787,172.87 $-1,246,826.11
2024-01-03 00:00:00 SELL $90.99 5 $38,740.08 $0.45 1 $28,740.08 $-65,795.36
2024-01-12 00:00:00 SELL $222.51 616 $550,811.18 $137.06 314 $540,811.18 $-841,553.80
2024-01-15 00:00:00 SELL $327.91 10 $853,799.77 $3.28 26 $843,799.77 $-3,095,601.47
2024-01-28 00:00:00 SELL $198.43 24 $149,661.44 $4.76 6 $139,661.44 $-398,161.62
2024-02-04 00:00:00 BUY $194.17 92 $290,860.38 $17.86 179 $280,860.38 $-619,623.75
2024-02-08 00:00:00 SELL $272.44 1 $38,697.29 $0.27 84 $28,697.29 $-82,290.92
2024-02-17 00:00:00 BUY $129.67 509 $604,500.85 $66.00 516 $594,500.85 $-973,427.66
2024-02-27 00:00:00 SELL $67.82 13 $63,529.00 $0.88 13 $53,529.00 $-338,733.71
2024-03-06 00:00:00 SELL $345.93 6 $861,857.12 $2.08 2 $851,857.12 $-3,103,435.38
2024-03-30 00:00:00 SELL $499.73 14 $178,023.16 $7.00 14 $168,023.16 $-574,343.92
2024-04-01 00:00:00 SELL $182.46 3 $151,324.36 $0.55 0 $141,324.36 $0.00
2024-04-28 00:00:00 SELL $138.15 1 $36,335.05 $0.14 49 $26,335.05 $-241,769.64
2024-06-12 00:00:00 BUY $137.11 22 $21,609.37 $3.02 106 $11,609.37 $-70,709.86
2024-08-25 00:00:00 SELL $251.52 30 $580,495.14 $7.55 15 $570,495.14 $-2,810,332.90
2024-12-23 00:00:00 BUY $447.16 28 $87,389.72 $12.52 300 $77,389.72 $-366,840.12
2025-01-18 00:00:00 SELL $184.96 15 $766,087.83 $2.77 18 $756,087.83 $-2,956,985.14
2025-03-25 00:00:00 SELL $401.17 339 $572,750.14 $136.00 90 $562,750.14 $-2,738,539.03
2025-04-11 00:00:00 SELL $238.47 3 $68,952.26 $0.72 3 $58,952.26 $-320,710.57
2025-04-14 00:00:00 SELL $227.62 6 $144,903.95 $1.37 30 $134,903.95 $-392,523.69
2025-06-15 00:00:00 SELL $404.83 1 $35,603.66 $0.40 68 $25,603.66 $-285,374.45
2025-07-14 00:00:00 SELL $115.50 21 $617,989.54 $2.43 71 $607,989.54 $-903,220.35
SUMMARY (332 total orders) $617,989.54 $7209.71 - $15.52% -

GBPCNY=X

Best: Donchian Boyt ⏰ 1d
PSR
0.806
Sharpe Ratio
1.204
Total Orders
177
Net Profit
38.42%
Average Win
19.38%
Average Loss
-6.49%
Annual Return
38.42%
Max Drawdown
-15.36%
Win Rate
0.5%
Profit/Loss Ratio
5.03
Alpha
0.071
Beta
1.383
Sortino Ratio
1.074
Total Fees
$2,428.27
Strategy Capacity
$1,232,247
Portfolio Turnover
2.13%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Donchian Boyt 1d 2.427 5.1% -16.0% 0.4% 🏆 BEST
2 Markov 1d 2.364 60.3% -22.2% 0.7%
3 Weekly Breakout 1d 2.364 44.4% -14.0% 0.4%
4 Mfi 1d 2.350 15.2% -24.9% 0.6%
5 Multi Layer Ema 1d 2.238 -0.9% -18.4% 0.5%
6 Buyandhold 1d 2.234 2.3% -19.6% 0.4%
7 Ais Micro Test Diversity Gap 1d 2.227 -15.7% -10.6% 0.6%
8 Support Vector Machines 1d 2.208 -0.6% -6.0% 0.5%
9 Lazy Trend Follower 1d 2.029 47.3% -24.2% 0.5%
10 Donchian Channels Breakout 1d 2.018 57.4% -6.1% 0.7%
11 Adx 1d 1.959 31.1% -23.9% 0.4%
12 Svm Rnn 1d 1.907 -3.6% -6.1% 0.5%
13 Crude Oil 1d 1.867 30.8% -18.3% 0.6%
14 Stan Weinstein 1d 1.848 -12.0% -11.6% 0.5%
15 Russell Rebalancing Strategy 1d 1.743 12.7% -15.3% 0.4%
16 Macd 1d 1.655 42.4% -11.9% 0.4%
17 Face The Train 1d 1.641 -14.2% -29.5% 0.5%
18 Inside Day 1d 1.603 -6.8% -8.1% 0.6%
19 Stable Mean Revert 1d 1.498 -2.4% -16.3% 0.5%
20 Counter Punsh 1d 1.462 15.5% -29.7% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-09-03 00:00:00 BUY $415.48 5 $28,830.09 $2.08 5 $18,830.09 $-87,535.63
2018-11-04 00:00:00 SELL $138.71 30 $23,921.97 $4.16 1 $13,921.97 $-19,196.10
2018-11-14 00:00:00 BUY $137.92 7 $9,036.42 $0.97 7 $-963.58 $-3,258.93
2018-11-30 00:00:00 SELL $225.66 7 $20,808.33 $1.58 2 $10,808.33 $-28,590.86
2019-02-07 00:00:00 SELL $171.94 2 $9,761.21 $0.34 1 $-238.79 $-3,839.84
2019-02-27 00:00:00 SELL $476.80 14 $22,668.97 $6.68 0 $12,668.97 $0.00
2019-05-24 00:00:00 SELL $408.86 15 $37,876.45 $6.13 9 $27,876.45 $-65,316.36
2020-05-05 00:00:00 SELL $58.07 155 $49,361.30 $9.00 1 $39,361.30 $-201,783.89
2020-05-26 00:00:00 BUY $175.73 6 $72,803.43 $1.05 6 $62,803.43 $-301,330.92
2020-06-21 00:00:00 SELL $94.53 4 $30,671.00 $0.38 16 $20,671.00 $-76,932.33
2020-06-28 00:00:00 SELL $486.08 11 $63,419.87 $5.35 27 $53,419.87 $-115,243.29
2020-11-29 00:00:00 SELL $342.26 1 $9,896.01 $0.34 0 $-103.99 $0.00
2021-01-05 00:00:00 SELL $120.13 13 $15,195.49 $1.56 9 $5,195.49 $-35,760.17
2021-04-03 00:00:00 SELL $147.88 9 $16,525.09 $1.33 0 $6,525.09 $0.00
2021-04-08 00:00:00 SELL $62.46 22 $47,414.50 $1.37 70 $37,414.50 $-237,281.75
2021-04-29 00:00:00 BUY $70.53 31 $19,546.52 $2.19 31 $9,546.52 $-58,700.28
2021-07-24 00:00:00 SELL $55.43 26 $35,430.22 $1.44 0 $25,430.22 $0.00
2021-10-16 00:00:00 BUY $415.41 9 $19,230.27 $3.74 9 $9,230.27 $-21,564.81
2021-11-11 00:00:00 SELL $479.90 5 $61,499.26 $2.40 31 $51,499.26 $-226,776.68
2021-11-12 00:00:00 SELL $228.33 4 $68,401.55 $0.91 1 $58,401.55 $-311,083.37
2021-11-19 00:00:00 SELL $344.10 34 $59,102.14 $11.70 36 $49,102.14 $-229,266.16
2022-02-20 00:00:00 SELL $388.38 1 $64,899.99 $0.39 1 $54,899.99 $-241,913.02
2022-03-09 00:00:00 BUY $171.23 110 $47,053.86 $18.83 124 $37,053.86 $-244,153.02
2022-03-29 00:00:00 SELL $297.44 1 $65,197.13 $0.30 0 $55,197.13 $0.00
2022-05-19 00:00:00 BUY $71.32 126 $22,638.77 $8.99 126 $12,638.77 $-84,304.68
2022-12-07 00:00:00 SELL $347.43 46 $23,394.52 $15.98 3 $13,394.52 $-7,161.19
2022-12-13 00:00:00 BUY $443.88 1 $9,554.09 $0.44 1 $-445.91 $-228.71
2023-02-20 00:00:00 SELL $256.62 49 $63,388.41 $12.57 36 $53,388.41 $-293,147.00
2023-03-03 00:00:00 SELL $168.37 9 $20,107.03 $1.52 10 $10,107.03 $-12,369.13
2023-03-29 00:00:00 SELL $435.81 1 $38,311.83 $0.44 8 $28,311.83 $-65,509.66
2023-04-20 00:00:00 BUY $323.85 2 $64,511.99 $0.65 2 $54,511.99 $-241,006.00
2023-05-06 00:00:00 SELL $332.94 1 $65,243.51 $0.33 1 $55,243.51 $-221,909.68
2023-05-23 00:00:00 BUY $173.00 43 $48,839.14 $7.44 176 $38,839.14 $-147,283.45
2023-06-10 00:00:00 BUY $64.47 44 $7,428.61 $2.84 49 $-2,571.39 $-2,207.90
2023-07-20 00:00:00 SELL $151.29 6 $12,051.50 $0.91 1 $2,051.50 $-49,231.91
2023-09-02 00:00:00 BUY $497.39 12 $17,947.35 $5.97 13 $7,947.35 $-12,868.78
2023-09-08 00:00:00 SELL $143.67 18 $12,226.63 $2.59 3 $2,226.63 $-47,076.59
2023-11-28 00:00:00 BUY $291.71 84 $57,605.96 $24.50 124 $47,605.96 $-115,737.41
2023-12-15 00:00:00 BUY $125.15 7 $63,503.95 $0.88 18 $53,503.95 $-313,075.76
2024-02-04 00:00:00 SELL $245.17 3 $20,841.81 $0.74 7 $10,841.81 $-12,336.64
2024-03-30 00:00:00 BUY $307.86 19 $18,593.22 $5.85 19 $8,593.22 $-2,354.19
2024-05-24 00:00:00 SELL $368.16 3 $31,634.58 $1.10 0 $21,634.58 $0.00
2024-06-11 00:00:00 BUY $184.73 18 $9,643.16 $3.33 21 $-356.84 $-40,303.23
2024-10-21 00:00:00 SELL $192.18 1 $16,392.71 $0.19 0 $6,392.71 $0.00
2025-01-18 00:00:00 SELL $154.35 2 $18,255.74 $0.31 11 $8,255.74 $-23,605.68
2025-03-08 00:00:00 SELL $487.39 15 $72,422.23 $7.31 2 $62,422.23 $-112,525.05
2025-05-25 00:00:00 BUY $177.01 1 $8,859.23 $0.18 8 $-1,140.77 $-3,773.70
2025-05-25 00:00:00 SELL $304.63 1 $65,160.34 $0.30 0 $55,160.34 $0.00
2025-06-14 00:00:00 SELL $388.27 11 $95,815.12 $4.27 3 $85,815.12 $-136,878.10
2025-07-20 00:00:00 BUY $415.47 27 $28,870.50 $11.22 170 $18,870.50 $-220,536.89
SUMMARY (161 total orders) $28,870.50 $691.11 - $38.42% -

AUDCNY=X

Best: Macd ⏰ 1d
PSR
0.796
Sharpe Ratio
1.116
Total Orders
110
Net Profit
37.10%
Average Win
25.40%
Average Loss
-5.08%
Annual Return
37.10%
Max Drawdown
-13.86%
Win Rate
0.2%
Profit/Loss Ratio
6.54
Alpha
0.104
Beta
1.478
Sortino Ratio
1.737
Total Fees
$3,355.19
Strategy Capacity
$1,687,694
Portfolio Turnover
1.86%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Macd 1d 2.500 46.0% -12.1% 0.4% 🏆 BEST
2 Markov 1d 2.484 53.5% -17.0% 0.3%
3 Donchian Channels Breakout 1d 2.449 53.3% -14.5% 0.6%
4 Bitcoin 1d 2.342 -1.7% -30.0% 0.4%
5 Linear Regression 1d 2.337 66.8% -10.8% 0.7%
6 Lazy Trend Follower 1d 2.311 -3.1% -25.6% 0.3%
7 Decision Tree 3 1d 2.190 -12.7% -18.3% 0.5%
8 Ais Micro Test Diversity Gap 1d 2.047 13.9% -28.4% 0.6%
9 Trend Risk Protection 1d 2.042 37.4% -26.5% 0.6%
10 Weekly Breakout 1d 2.030 -3.1% -27.2% 0.5%
11 Long Short Term Memory Neural Network 1d 2.013 16.4% -20.7% 0.4%
12 Rsi 1d 2.010 50.6% -11.4% 0.4%
13 Wheel Strategy 1d 1.968 20.9% -23.8% 0.3%
14 Bollinger Bands 1d 1.949 48.2% -16.1% 0.4%
15 Improved Index Trend 1d 1.898 4.4% -11.3% 0.6%
16 Decision Tree 2 1d 1.894 28.2% -10.3% 0.3%
17 Svm Rnn 1d 1.874 68.4% -17.7% 0.6%
18 Mfi 1d 1.842 -15.0% -8.8% 0.7%
19 Neural Networks Recurrent Neural 1d 1.647 -13.2% -13.2% 0.3%
20 Crude Oil 1d 1.643 79.5% -7.1% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2010-09-29 00:00:00 BUY $492.26 4 $7,402.79 $1.97 10 $-2,597.21 $-34,328.47
2010-12-14 00:00:00 BUY $255.46 12 $9,492.44 $3.07 12 $-507.56 $-54,875.32
2011-04-24 00:00:00 SELL $187.02 4 $7,149.97 $0.75 5 $-2,850.03 $-27,768.67
2011-04-25 00:00:00 BUY $257.92 8 $10,448.90 $2.06 9 $448.90 $-49,832.93
2012-04-29 00:00:00 BUY $324.37 3 $11,119.23 $0.97 6 $1,119.23 $-52,271.32
2012-05-05 00:00:00 BUY $435.09 3 $4,586.22 $1.31 3 $-5,413.78 $-22,662.57
2012-09-29 00:00:00 SELL $360.35 8 $12,372.32 $2.88 4 $2,372.32 $-59,564.99
2012-12-07 00:00:00 SELL $149.71 1 $7,018.88 $0.15 1 $-2,981.12 $-16,071.27
2014-04-21 00:00:00 BUY $188.81 15 $8,437.53 $2.83 17 $-1,562.47 $-38,010.42
2014-11-19 00:00:00 SELL $54.40 8 $11,875.65 $0.44 5 $1,875.65 $-45,825.18
2015-03-20 00:00:00 BUY $414.06 4 $7,134.44 $1.66 6 $-2,865.56 $-7,443.21
2015-04-30 00:00:00 BUY $106.14 30 $8,654.13 $3.18 32 $-1,345.87 $-30,785.07
2015-07-02 00:00:00 SELL $409.39 4 $5,738.24 $1.64 7 $-4,261.76 $-23,897.36
2015-08-25 00:00:00 BUY $323.41 3 $8,868.11 $0.97 3 $-1,131.89 $-6,457.96
2015-11-28 00:00:00 SELL $367.40 1 $7,532.26 $0.37 0 $-2,467.74 $0.00
2016-01-03 00:00:00 BUY $95.67 3 $7,244.95 $0.29 3 $-2,755.05 $-18,896.84
2016-03-08 00:00:00 SELL $411.18 1 $8,399.75 $0.41 0 $-1,600.25 $0.00
2016-07-25 00:00:00 SELL $159.73 3 $8,897.71 $0.48 0 $-1,102.29 $0.00
2016-08-08 00:00:00 BUY $385.51 3 $7,710.41 $1.16 6 $-2,289.59 $-6,085.32
2016-08-12 00:00:00 BUY $453.37 2 $11,841.43 $0.91 2 $1,841.43 $-32,367.97
2016-09-05 00:00:00 SELL $219.15 7 $8,334.96 $1.53 0 $-1,665.04 $0.00
2016-12-21 00:00:00 BUY $314.24 6 $8,464.93 $1.89 14 $-1,535.07 $-32,966.31
2017-03-09 00:00:00 BUY $484.38 5 $11,770.46 $2.42 5 $1,770.46 $-46,670.29
2017-08-20 00:00:00 BUY $221.74 3 $6,854.05 $0.67 3 $-3,145.95 $-13,639.89
2018-12-21 00:00:00 BUY $277.62 5 $6,135.32 $1.39 13 $-3,864.68 $1,136.27
2019-01-04 00:00:00 BUY $197.03 11 $5,075.44 $2.17 14 $-4,924.56 $-16,712.43
2019-02-08 00:00:00 BUY $72.66 21 $6,807.65 $1.53 21 $-3,192.35 $-30,223.07
2019-03-17 00:00:00 SELL $326.78 3 $12,514.29 $0.98 1 $2,514.29 $-51,827.40
2019-06-10 00:00:00 BUY $79.27 16 $3,094.70 $1.27 20 $-6,905.30 $-23,909.30
2019-07-14 00:00:00 SELL $135.47 7 $7,165.22 $0.95 1 $-2,834.78 $-19,048.39
2020-02-09 00:00:00 SELL $98.42 2 $12,093.32 $0.20 3 $2,093.32 $-53,922.27
2020-08-28 00:00:00 BUY $300.57 6 $6,594.53 $1.80 6 $-3,405.47 $-26,900.36
2020-12-11 00:00:00 BUY $311.91 4 $4,489.37 $1.25 11 $-5,510.63 $-23,332.12
2021-05-05 00:00:00 SELL $239.67 3 $7,312.84 $0.72 3 $-2,687.16 $-29,788.17
2021-07-31 00:00:00 SELL $474.39 7 $10,763.80 $3.32 1 $763.80 $-4,197.63
2021-09-19 00:00:00 BUY $108.32 5 $6,739.01 $0.54 5 $-3,260.99 $-15,679.39
2022-05-15 00:00:00 SELL $302.88 1 $8,045.37 $0.30 0 $-1,954.63 $0.00
2022-09-25 00:00:00 SELL $209.96 4 $7,988.98 $0.84 1 $-2,011.02 $-28,493.81
2022-10-23 00:00:00 SELL $434.94 6 $6,402.64 $2.61 9 $-3,597.36 $-24,789.35
2022-10-31 00:00:00 BUY $427.86 7 $8,877.62 $3.00 12 $-1,122.38 $-40,962.84
2023-01-09 00:00:00 SELL $484.19 8 $11,272.46 $3.87 2 $1,272.46 $-40,251.74
2023-01-31 00:00:00 SELL $392.60 1 $5,892.80 $0.39 0 $-4,107.20 $0.00
2023-03-29 00:00:00 SELL $460.24 1 $12,561.04 $0.46 0 $2,561.04 $0.00
2023-08-02 00:00:00 SELL $341.83 12 $11,565.40 $4.10 5 $1,565.40 $-31,565.56
2023-11-18 00:00:00 BUY $186.32 2 $7,337.40 $0.37 8 $-2,662.60 $-8,064.40
2024-02-03 00:00:00 SELL $423.90 1 $9,839.30 $0.42 0 $-160.70 $0.00
2024-06-21 00:00:00 SELL $215.19 2 $7,742.79 $0.43 1 $-2,257.21 $-30,292.00
2024-06-22 00:00:00 SELL $53.28 10 $5,607.74 $0.53 4 $-4,392.26 $-21,425.07
2025-01-21 00:00:00 SELL $52.97 1 $11,823.37 $0.05 4 $1,823.37 $-51,302.23
2025-05-02 00:00:00 SELL $242.73 6 $8,792.34 $1.46 2 $-1,207.66 $-9,442.11
SUMMARY (102 total orders) $8,792.34 $127.94 - $37.10% -

USDHKD=X

Best: Ais Micro Test Diversity Gap ⏰ 1d
PSR
0.769
Sharpe Ratio
0.534
Total Orders
210
Net Profit
26.90%
Average Win
32.58%
Average Loss
-7.27%
Annual Return
26.90%
Max Drawdown
-14.28%
Win Rate
0.5%
Profit/Loss Ratio
2.26
Alpha
0.117
Beta
1.884
Sortino Ratio
0.867
Total Fees
$4,128.65
Strategy Capacity
$2,170,289
Portfolio Turnover
1.21%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Ais Micro Test Diversity Gap 1d 2.476 62.1% -24.1% 0.5% 🏆 BEST
2 Ride The Aggression 1d 2.440 -7.2% -25.5% 0.7%
3 Inside Day 1d 2.180 -12.3% -9.2% 0.6%
4 Svm Rnn 1d 2.083 36.6% -24.6% 0.5%
5 Crude Oil 1d 2.082 45.8% -26.7% 0.6%
6 Larry Williams 1d 2.023 8.2% -12.1% 0.3%
7 Bitcoin 1d 1.980 20.9% -5.0% 0.7%
8 Stan Weinstein 1d 1.950 30.8% -28.8% 0.7%
9 Bollinger Bands 1d 1.873 -17.9% -25.4% 0.3%
10 Mfi 1d 1.845 2.8% -28.2% 0.3%
11 Pullback 1d 1.821 43.2% -21.3% 0.6%
12 Linear Regression 1d 1.784 7.0% -19.5% 0.5%
13 Support Vector Machines 1d 1.753 13.8% -17.4% 0.6%
14 Adx 1d 1.744 -15.2% -17.5% 0.5%
15 Machine Learning Rsi 1d 1.708 19.2% -18.7% 0.4%
16 Confident Trend 1d 1.630 -19.6% -25.3% 0.7%
17 Face The Train 1d 1.584 69.8% -10.7% 0.7%
18 Linear Regression Pca 1d 1.573 1.7% -27.0% 0.6%
19 Weekly Breakout 1d 1.570 -3.6% -5.2% 0.5%
20 Decision Tree 2 1d 1.554 -19.5% -27.3% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-02-12 00:00:00 BUY $96.84 16 $8,095.59 $1.55 17 $-1,904.41 $-41,909.38
2020-02-18 00:00:00 BUY $237.35 8 $40,850.62 $1.90 128 $30,850.62 $-78,144.55
2020-05-30 00:00:00 BUY $467.13 5 $7,269.38 $2.34 5 $-2,730.62 $-28,782.31
2020-06-10 00:00:00 BUY $169.34 161 $187,204.82 $27.26 174 $177,204.82 $-195,196.36
2020-08-10 00:00:00 BUY $61.47 22 $9,373.23 $1.35 22 $-626.77 $-45,981.59
2020-10-16 00:00:00 SELL $274.63 1 $10,037.16 $0.27 0 $37.16 $0.00
2020-11-20 00:00:00 SELL $478.58 2 $7,588.88 $0.96 4 $-2,411.12 $-32,715.51
2020-11-25 00:00:00 SELL $244.52 8 $9,624.10 $1.96 0 $-375.90 $0.00
2020-12-07 00:00:00 BUY $294.06 4 $6,632.68 $1.18 6 $-3,367.32 $-31,689.22
2021-01-11 00:00:00 BUY $306.61 35 $87,744.87 $10.73 477 $77,744.87 $-594,034.03
2021-02-04 00:00:00 SELL $366.96 10 $33,281.51 $3.67 0 $23,281.51 $0.00
2021-03-26 00:00:00 SELL $180.42 3 $7,810.10 $0.54 2 $-2,189.90 $-33,092.75
2021-06-24 00:00:00 BUY $170.95 9 $8,755.79 $1.54 9 $-1,244.21 $-6,665.92
2021-09-04 00:00:00 BUY $363.97 72 $122,227.33 $26.21 221 $112,227.33 $-557,780.71
2021-11-23 00:00:00 BUY $225.85 8 $5,407.33 $1.81 8 $-4,592.67 $-21,389.59
2022-01-13 00:00:00 SELL $499.82 8 $219,117.97 $4.00 0 $209,117.97 $0.00
2022-03-15 00:00:00 SELL $447.47 24 $45,992.55 $10.74 22 $35,992.55 $-93,572.15
2022-05-16 00:00:00 SELL $219.15 30 $225,519.22 $6.57 5 $215,519.22 $-180,390.37
2022-07-21 00:00:00 SELL $168.64 269 $102,749.00 $45.36 344 $92,749.00 $-723,292.90
2022-09-11 00:00:00 BUY $417.44 15 $27,052.31 $6.26 41 $17,052.31 $-50,398.19
2022-11-25 00:00:00 SELL $234.78 211 $171,717.10 $49.54 10 $161,717.10 $-662,076.48
2022-12-23 00:00:00 BUY $70.69 3 $7,272.52 $0.21 7 $-2,727.48 $-16,894.65
2023-01-09 00:00:00 BUY $55.00 601 $122,186.88 $33.05 683 $112,186.88 $-339,797.50
2023-02-10 00:00:00 SELL $372.43 20 $236,366.32 $7.45 41 $226,366.32 $-407,809.48
2023-02-16 00:00:00 SELL $221.50 13 $29,928.94 $2.88 28 $19,928.94 $-67,572.82
2023-03-13 00:00:00 BUY $120.47 254 $105,135.60 $30.60 316 $95,135.60 $-112,818.66
2023-04-15 00:00:00 BUY $144.07 5 $7,043.05 $0.72 6 $-2,956.95 $-27,136.14
2023-07-18 00:00:00 SELL $283.41 2 $9,607.25 $0.57 2 $-392.75 $-10,376.49
2023-07-19 00:00:00 BUY $84.83 41 $222,641.65 $3.48 41 $212,641.65 $-178,008.01
2023-08-07 00:00:00 BUY $436.39 1 $8,211.17 $0.44 1 $-1,788.83 $-34,193.44
2023-08-14 00:00:00 BUY $145.21 148 $197,606.04 $21.49 148 $187,606.04 $-459,391.82
2023-09-26 00:00:00 SELL $243.02 5 $215,865.14 $1.22 12 $205,865.14 $-499,457.08
2023-10-10 00:00:00 SELL $290.20 1 $38,494.46 $0.29 6 $28,494.46 $-72,359.77
2024-01-17 00:00:00 SELL $54.94 1 $11,418.58 $0.05 0 $1,418.58 $0.00
2024-02-22 00:00:00 SELL $225.49 4 $8,314.44 $0.90 2 $-1,685.56 $-17,150.56
2024-03-08 00:00:00 BUY $204.26 62 $109,509.81 $12.66 745 $99,509.81 $-258,237.92
2024-03-13 00:00:00 BUY $260.39 192 $167,344.13 $49.99 195 $157,344.13 $-451,598.14
2024-03-28 00:00:00 BUY $351.06 3 $5,715.02 $1.05 6 $-4,284.98 $-37,533.14
2024-05-06 00:00:00 SELL $149.29 102 $214,651.24 $15.23 17 $204,651.24 $-499,835.46
2024-05-29 00:00:00 SELL $87.11 2 $11,333.88 $0.17 0 $1,333.88 $0.00
2024-09-01 00:00:00 SELL $465.01 2 $10,726.86 $0.93 0 $726.86 $0.00
2024-10-18 00:00:00 SELL $262.96 4 $239,512.74 $1.05 32 $229,512.74 $-414,664.23
2024-11-09 00:00:00 BUY $424.73 1 $9,600.33 $0.42 1 $-399.67 $-10,518.57
2024-11-09 00:00:00 BUY $99.04 310 $98,487.11 $30.70 442 $88,487.11 $-665,809.29
2025-02-19 00:00:00 SELL $132.30 4 $226,047.88 $0.53 1 $216,047.88 $-181,353.84
2025-04-01 00:00:00 SELL $314.68 21 $229,243.33 $6.61 20 $219,243.33 $-178,670.56
2025-06-04 00:00:00 BUY $288.68 6 $6,239.11 $1.73 6 $-3,760.89 $-19,732.25
2025-07-18 00:00:00 BUY $432.47 1 $7,590.14 $0.43 8 $-2,409.86 $-27,225.67
2025-07-19 00:00:00 BUY $210.18 7 $5,427.02 $1.47 35 $-4,572.98 $-6,969.76
2025-07-19 00:00:00 SELL $63.27 29 $199,439.15 $1.83 119 $189,439.15 $-494,843.71
SUMMARY (196 total orders) $199,439.15 $1705.47 - $26.90% -

EURSGD=X

Best: Stable Mean Revert ⏰ 1d
PSR
0.639
Sharpe Ratio
0.577
Total Orders
122
Net Profit
16.99%
Average Win
23.91%
Average Loss
-2.79%
Annual Return
16.99%
Max Drawdown
-5.91%
Win Rate
0.2%
Profit/Loss Ratio
5.27
Alpha
-0.087
Beta
0.958
Sortino Ratio
1.135
Total Fees
$644.90
Strategy Capacity
$3,145,589
Portfolio Turnover
1.77%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Stable Mean Revert 1d 2.389 1.5% -13.7% 0.5% 🏆 BEST
2 Face The Train 1d 2.380 37.1% -27.1% 0.6%
3 Improved Index Trend 1d 2.339 51.6% -27.8% 0.3%
4 Adx 1d 2.339 25.7% -22.2% 0.4%
5 Pullback 1d 2.339 -17.8% -8.0% 0.3%
6 Bitcoin 1d 2.321 66.0% -22.9% 0.5%
7 Lazy Trend Follower 1d 2.249 57.2% -26.5% 0.3%
8 Counter Punsh 1d 2.188 14.3% -11.2% 0.3%
9 Buyandhold 1d 2.065 60.1% -24.7% 0.3%
10 Ais Micro Test Diversity Gap 1d 2.012 11.9% -15.7% 0.5%
11 Stan Weinstein 1d 1.996 74.6% -10.1% 0.6%
12 Linear Regression Pca 1d 1.993 50.7% -10.7% 0.3%
13 Crude Oil 1d 1.891 -19.0% -13.1% 0.5%
14 Macd 1d 1.650 -6.9% -5.2% 0.4%
15 Wheel Strategy 1d 1.594 19.9% -25.3% 0.6%
16 Ride The Aggression 1d 1.553 19.4% -28.1% 0.5%
17 Trend Risk Protection 1d 1.546 33.2% -26.3% 0.4%
18 Decision Tree 3 1d 1.466 23.4% -23.3% 0.7%
19 Bullish Engulfing 1d 1.422 4.9% -6.2% 0.7%
20 Machine Learning Rsi 1d 1.340 -7.9% -25.6% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2013-03-07 00:00:00 SELL $174.94 13 $7,987.30 $2.27 27 $-2,012.70 $-55,428.34
2013-03-21 00:00:00 SELL $398.15 2 $9,467.06 $0.80 7 $-532.94 $-31,630.72
2013-06-18 00:00:00 BUY $267.80 10 $6,290.51 $2.68 11 $-3,709.49 $-10,356.31
2013-07-04 00:00:00 BUY $388.99 1 $7,411.31 $0.39 4 $-2,588.69 $-9,635.06
2013-07-13 00:00:00 BUY $180.55 2 $3,199.53 $0.36 19 $-6,800.47 $-22,101.40
2013-08-30 00:00:00 BUY $318.42 4 $7,240.15 $1.27 18 $-2,759.85 $-27,412.46
2014-01-25 00:00:00 SELL $121.05 11 $10,020.76 $1.33 12 $20.76 $-49,196.26
2014-05-31 00:00:00 SELL $148.53 6 $11,845.71 $0.89 0 $1,845.71 $0.00
2014-08-04 00:00:00 SELL $155.93 6 $10,955.39 $0.94 6 $955.39 $-49,713.25
2014-10-09 00:00:00 SELL $217.72 2 $5,474.29 $0.44 2 $-4,525.71 $-26,922.93
2015-02-16 00:00:00 SELL $400.49 9 $8,515.12 $3.60 14 $-1,484.88 $-27,537.28
2015-07-30 00:00:00 BUY $339.49 2 $5,351.07 $0.68 11 $-4,648.93 $-5,244.12
2016-02-05 00:00:00 BUY $185.28 4 $6,046.41 $0.74 14 $-3,953.59 $-776.11
2016-08-05 00:00:00 SELL $349.72 6 $7,350.80 $2.10 5 $-2,649.20 $-26,420.68
2016-12-28 00:00:00 SELL $124.34 9 $7,453.80 $1.12 1 $-2,546.20 $-29,880.97
2017-04-20 00:00:00 SELL $114.02 9 $8,183.93 $1.03 2 $-1,816.07 $-57,020.68
2017-08-03 00:00:00 SELL $296.28 2 $5,254.56 $0.59 11 $-4,745.44 $-24,910.17
2018-03-30 00:00:00 SELL $78.16 4 $7,468.89 $0.31 1 $-2,531.11 $-28,507.65
2018-05-15 00:00:00 SELL $75.70 1 $7,529.43 $0.08 0 $-2,470.57 $0.00
2018-06-27 00:00:00 BUY $58.17 15 $6,537.91 $0.87 19 $-3,462.09 $-10,474.79
2018-08-02 00:00:00 SELL $331.83 3 $6,345.57 $1.00 8 $-3,654.43 $-7,002.79
2019-01-19 00:00:00 BUY $390.80 2 $4,125.81 $0.78 2 $-5,874.19 $-18,701.96
2019-05-03 00:00:00 BUY $73.72 11 $4,662.58 $0.81 13 $-5,337.42 $-26,400.05
2019-07-25 00:00:00 SELL $140.04 5 $8,471.28 $0.70 3 $-1,528.72 $-12,882.00
2019-08-06 00:00:00 BUY $165.93 11 $4,463.44 $1.83 22 $-5,536.56 $-12,329.61
2019-09-01 00:00:00 BUY $147.75 4 $8,006.86 $0.59 7 $-1,993.14 $-3,558.12
2019-09-04 00:00:00 BUY $488.50 3 $5,039.27 $1.47 4 $-4,960.73 $-23,938.89
2019-09-20 00:00:00 BUY $383.54 2 $4,914.35 $0.77 23 $-5,085.65 $-23,555.51
2019-10-22 00:00:00 BUY $164.86 12 $6,006.94 $1.98 39 $-3,993.06 $-53,722.06
2019-12-18 00:00:00 BUY $125.97 1 $5,190.21 $0.13 3 $-4,809.79 $-17,844.98
2020-06-01 00:00:00 SELL $289.75 5 $11,237.08 $1.45 1 $1,237.08 $-52,412.93
2020-09-09 00:00:00 BUY $424.77 1 $10,542.28 $0.42 3 $542.28 $-40,149.37
2020-09-19 00:00:00 SELL $57.82 22 $5,316.30 $1.27 2 $-4,683.70 $-18,107.24
2020-10-03 00:00:00 BUY $428.07 2 $3,745.28 $0.86 2 $-6,254.72 $-19,627.82
2020-12-06 00:00:00 BUY $141.95 10 $6,335.84 $1.42 10 $-3,664.16 $-27,166.29
2021-04-15 00:00:00 SELL $161.04 3 $10,176.08 $0.48 1 $176.08 $-40,832.60
2021-08-06 00:00:00 SELL $121.99 7 $7,656.80 $0.85 0 $-2,343.20 $0.00
2021-08-19 00:00:00 SELL $362.58 14 $11,856.69 $5.08 0 $1,856.69 $0.00
2021-10-09 00:00:00 BUY $111.38 2 $7,306.44 $0.22 2 $-2,693.56 $-29,782.54
2022-01-19 00:00:00 BUY $127.99 6 $6,686.97 $0.77 7 $-3,313.03 $-9,527.14
2022-02-09 00:00:00 BUY $345.69 4 $8,445.46 $1.38 4 $-1,554.54 $-3,800.59
2022-02-24 00:00:00 SELL $327.74 2 $9,693.44 $0.66 4 $-306.56 $-39,682.69
2022-04-19 00:00:00 SELL $153.12 1 $8,336.91 $0.15 1 $-1,663.09 $-57,095.60
2022-06-15 00:00:00 BUY $474.40 5 $9,482.33 $2.37 5 $-517.67 $-34,724.54
2022-08-23 00:00:00 BUY $425.85 6 $11,897.06 $2.56 7 $1,897.06 $-41,509.72
2022-11-11 00:00:00 BUY $424.78 2 $7,771.80 $0.85 8 $-2,228.20 $-9,054.27
2023-01-30 00:00:00 BUY $102.33 21 $5,682.21 $2.15 21 $-4,317.79 $-28,079.22
2023-05-06 00:00:00 BUY $490.96 3 $6,030.72 $1.47 9 $-3,969.28 $-3,086.97
2024-01-26 00:00:00 SELL $160.49 13 $8,622.22 $2.09 6 $-1,377.78 $-11,489.60
2024-05-11 00:00:00 BUY $342.31 6 $9,789.77 $2.05 6 $-210.23 $-48,594.93
SUMMARY (115 total orders) $9,789.77 $120.37 - $16.99% -

USDSGD=X

Best: Russell Rebalancing Strategy ⏰ 1d
PSR
0.529
Sharpe Ratio
0.249
Total Orders
317
Net Profit
24.12%
Average Win
31.56%
Average Loss
-6.04%
Annual Return
24.12%
Max Drawdown
-22.02%
Win Rate
0.4%
Profit/Loss Ratio
2.38
Alpha
0.063
Beta
0.929
Sortino Ratio
0.389
Total Fees
$2,731.17
Strategy Capacity
$2,506,691
Portfolio Turnover
0.38%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Russell Rebalancing Strategy 1d 2.198 18.9% -7.2% 0.3% 🏆 BEST
2 Counter Punsh 1d 2.108 79.8% -12.6% 0.3%
3 Crude Oil 1d 2.065 53.5% -16.8% 0.7%
4 Stable Mean Revert 1d 2.011 23.0% -16.5% 0.6%
5 Stan Weinstein 1d 2.007 14.4% -5.1% 0.3%
6 Linear Regression Pca 1d 1.986 43.7% -8.6% 0.3%
7 Inside Day 1d 1.910 55.2% -26.7% 0.3%
8 Rnn Linear Regression 1d 1.881 70.8% -29.9% 0.3%
9 Ride The Aggression 1d 1.846 4.3% -15.7% 0.4%
10 Donchian Channels Breakout 1d 1.825 3.6% -25.9% 0.7%
11 Support Vector Machines 1d 1.389 -19.1% -22.9% 0.5%
12 Ais Micro Test Diversity Gap 1d 1.345 19.1% -23.4% 0.4%
13 Neural Networks Recurrent Neural 1d 1.335 36.8% -8.3% 0.4%
14 Bitcoin 1d 1.317 26.6% -11.8% 0.3%
15 Face The Train 1d 1.300 -6.2% -13.1% 0.3%
16 Lazy Trend Follower 1d 1.294 35.3% -22.7% 0.4%
17 Mfi 1d 1.254 -4.7% -8.8% 0.4%
18 Multi Layer Ema 1d 1.237 62.8% -17.6% 0.6%
19 Rsi 1d 1.221 -14.3% -8.8% 0.5%
20 Decision Tree 2 1d 1.136 30.9% -5.8% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-11-25 00:00:00 SELL $132.19 1 $21,004.99 $0.13 9 $11,004.99 $-26,273.27
2021-12-21 00:00:00 SELL $166.97 2 $124,172.07 $0.33 1 $114,172.07 $-889,921.98
2021-12-26 00:00:00 BUY $133.17 185 $73,067.61 $24.64 260 $63,067.61 $-649,827.00
2022-03-07 00:00:00 BUY $162.63 17 $8,432.26 $2.76 17 $-1,567.74 $-65,840.01
2022-04-10 00:00:00 SELL $84.06 22 $112,227.99 $1.85 121 $102,227.99 $-1,001,690.47
2022-04-29 00:00:00 SELL $448.33 2 $117,304.14 $0.90 0 $107,304.14 $0.00
2022-05-30 00:00:00 BUY $304.90 6 $6,601.01 $1.83 23 $-3,398.99 $-64,356.55
2022-06-20 00:00:00 BUY $197.42 71 $109,941.85 $14.02 71 $99,941.85 $-609,645.77
2022-08-14 00:00:00 SELL $334.50 26 $42,034.77 $8.70 60 $32,034.77 $-247,808.78
2022-08-20 00:00:00 SELL $149.84 85 $107,961.08 $12.74 16 $97,961.08 $-800,905.68
2022-09-16 00:00:00 SELL $202.58 120 $122,303.15 $24.31 28 $112,303.15 $-884,416.68
2022-10-25 00:00:00 BUY $406.93 2 $10,971.06 $0.81 14 $971.06 $-35,878.07
2022-11-06 00:00:00 SELL $285.78 3 $151,276.64 $0.86 4 $141,276.64 $-525,192.88
2022-12-11 00:00:00 BUY $382.02 8 $34,105.52 $3.06 13 $24,105.52 $-120,551.63
2023-02-28 00:00:00 SELL $229.72 133 $68,844.12 $30.55 17 $58,844.12 $-285,413.57
2023-02-28 00:00:00 SELL $354.61 17 $144,419.96 $6.03 47 $134,419.96 $-1,047,644.03
2023-03-26 00:00:00 BUY $324.08 22 $38,321.42 $7.13 150 $28,321.42 $-233,576.56
2023-04-05 00:00:00 SELL $383.01 3 $52,177.78 $1.15 0 $42,177.78 $0.00
2023-04-16 00:00:00 SELL $189.92 3 $11,199.67 $0.57 0 $1,199.67 $0.00
2023-04-25 00:00:00 SELL $233.84 2 $25,526.19 $0.47 4 $15,526.19 $-102,806.62
2023-06-26 00:00:00 SELL $61.70 2 $18,739.89 $0.12 2 $8,739.89 $-2,822.45
2023-07-01 00:00:00 BUY $439.38 40 $118,033.92 $17.58 122 $108,033.92 $-287,582.40
2023-08-02 00:00:00 SELL $215.47 38 $135,626.62 $8.19 82 $125,626.62 $-323,517.67
2023-08-23 00:00:00 SELL $112.17 1 $26,321.73 $0.11 0 $16,321.73 $0.00
2023-10-14 00:00:00 BUY $278.52 27 $98,017.73 $7.52 148 $88,017.73 $-841,348.64
2023-12-06 00:00:00 SELL $446.55 7 $16,442.77 $3.13 0 $6,442.77 $0.00
2023-12-14 00:00:00 BUY $442.19 4 $22,929.22 $1.77 4 $12,929.22 $-85,137.83
2023-12-22 00:00:00 BUY $216.05 25 $85,108.99 $5.40 166 $75,108.99 $-702,177.64
2024-01-09 00:00:00 BUY $217.05 4 $10,451.85 $0.87 7 $451.85 $-61,890.48
2024-01-18 00:00:00 SELL $300.61 41 $131,218.50 $12.32 14 $121,218.50 $-568,412.68
2024-02-11 00:00:00 BUY $137.90 55 $32,278.77 $7.58 61 $22,278.77 $-135,840.20
2024-02-15 00:00:00 BUY $284.66 4 $10,770.85 $1.14 12 $770.85 $-46,461.88
2024-02-24 00:00:00 SELL $189.65 10 $51,029.92 $1.90 3 $41,029.92 $-156,311.64
2024-02-26 00:00:00 SELL $65.21 3 $55,032.74 $0.20 1 $45,032.74 $-267,813.67
2024-03-21 00:00:00 SELL $253.59 4 $103,383.01 $1.01 199 $93,383.01 $-729,402.25
2024-04-04 00:00:00 SELL $484.27 12 $40,088.05 $5.81 20 $30,088.05 $-232,869.13
2024-04-16 00:00:00 SELL $182.81 1 $54,184.65 $0.18 0 $44,184.65 $0.00
2024-06-27 00:00:00 SELL $313.87 54 $123,099.98 $16.95 9 $113,099.98 $-620,837.89
2024-07-22 00:00:00 SELL $64.90 2 $24,361.71 $0.13 1 $14,361.71 $-86,841.68
2024-07-31 00:00:00 BUY $157.92 96 $97,752.50 $15.16 146 $87,752.50 $-488,118.91
2024-08-15 00:00:00 SELL $367.68 28 $42,087.36 $10.30 0 $32,087.36 $0.00
2024-08-17 00:00:00 BUY $387.72 85 $80,345.77 $32.96 96 $70,345.77 $-786,815.86
2024-08-24 00:00:00 SELL $359.33 56 $107,309.81 $20.12 77 $97,309.81 $-796,368.14
2024-08-31 00:00:00 SELL $227.62 1 $43,366.99 $0.23 6 $33,366.99 $-255,809.71
2024-10-20 00:00:00 SELL $463.21 24 $101,896.99 $11.12 86 $91,896.99 $-583,826.96
2024-12-04 00:00:00 SELL $496.92 54 $61,655.95 $26.83 8 $51,655.95 $-196,241.13
2025-01-21 00:00:00 SELL $97.08 9 $123,972.83 $0.87 0 $113,972.83 $0.00
2025-02-18 00:00:00 SELL $161.48 3 $10,101.12 $0.48 13 $101.12 $-45,056.04
2025-04-09 00:00:00 SELL $62.78 22 $43,414.54 $1.38 38 $33,414.54 $-265,493.26
2025-05-16 00:00:00 SELL $357.82 176 $140,802.22 $62.98 1 $130,802.22 $-478,879.66
SUMMARY (307 total orders) $140,802.22 $2273.45 - $24.12% -

GBPSGD=X

Best: Rsi ⏰ 1d
PSR
0.746
Sharpe Ratio
0.491
Total Orders
264
Net Profit
13.66%
Average Win
23.88%
Average Loss
-6.38%
Annual Return
13.66%
Max Drawdown
-19.62%
Win Rate
0.3%
Profit/Loss Ratio
7.26
Alpha
0.179
Beta
0.870
Sortino Ratio
1.426
Total Fees
$1,594.13
Strategy Capacity
$1,018,590
Portfolio Turnover
1.61%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rsi 1d 2.486 28.4% -29.4% 0.7% 🏆 BEST
2 Wheel Strategy 1d 2.387 0.4% -9.8% 0.4%
3 Face The Train 1d 2.274 62.5% -9.2% 0.6%
4 Inside Day 1d 2.271 20.6% -9.9% 0.6%
5 Decision Tree 3 1d 2.255 24.1% -16.4% 0.6%
6 Trend Risk Protection 1d 2.225 18.7% -16.0% 0.4%
7 Crude Oil 1d 2.062 21.7% -16.2% 0.3%
8 Improved Index Trend 1d 2.048 56.9% -17.0% 0.6%
9 Ais Micro Test Diversity Gap 1d 1.955 1.4% -24.1% 0.6%
10 Lazy Trend Follower 1d 1.899 -14.5% -29.9% 0.4%
11 Svm Rnn 1d 1.798 56.3% -13.1% 0.4%
12 Decision Tree 1d 1.774 54.2% -27.9% 0.5%
13 Rnn Linear Regression 1d 1.751 70.5% -7.3% 0.3%
14 Multi Layer Ema 1d 1.646 61.1% -10.4% 0.3%
15 Donchian Boyt 1d 1.639 60.9% -14.4% 0.4%
16 Bitcoin 1d 1.594 57.9% -22.4% 0.3%
17 Bollinger Bands 1d 1.573 33.7% -17.0% 0.7%
18 Linear Regression 1d 1.572 74.9% -14.9% 0.3%
19 Support Vector Machines 1d 1.555 -1.0% -9.4% 0.6%
20 Weekly Breakout 1d 1.525 78.3% -9.2% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-10-26 00:00:00 SELL $67.62 1 $13,288.39 $0.07 1 $3,288.39 $-67,619.80
2019-12-01 00:00:00 BUY $74.66 39 $7,928.20 $2.91 39 $-2,071.80 $-22,357.29
2019-12-03 00:00:00 SELL $196.92 2 $4,937.81 $0.39 0 $-5,062.19 $0.00
2020-01-10 00:00:00 SELL $74.54 3 $10,347.43 $0.22 10 $347.43 $-66,941.98
2020-01-28 00:00:00 SELL $407.56 2 $20,130.03 $0.82 1 $10,130.03 $-34,954.80
2020-03-16 00:00:00 SELL $289.85 3 $13,568.09 $0.87 0 $3,568.09 $0.00
2020-03-21 00:00:00 BUY $353.88 1 $3,807.73 $0.35 3 $-6,192.27 $-99,054.90
2020-05-10 00:00:00 SELL $422.83 2 $14,019.93 $0.85 12 $4,019.93 $-55,126.55
2020-06-25 00:00:00 BUY $291.00 2 $6,303.61 $0.58 2 $-3,696.39 $-87,334.71
2020-07-30 00:00:00 SELL $187.26 1 $7,149.66 $0.19 0 $-2,850.34 $0.00
2020-11-02 00:00:00 SELL $218.16 2 $7,431.62 $0.44 3 $-2,568.38 $-111,633.68
2021-02-02 00:00:00 BUY $332.04 1 $12,742.76 $0.33 3 $2,742.76 $-135,012.68
2021-02-26 00:00:00 SELL $218.84 2 $10,156.15 $0.44 3 $156.15 $-124,440.10
2021-06-03 00:00:00 SELL $175.31 7 $3,968.00 $1.23 0 $-6,032.00 $0.00
2021-07-22 00:00:00 BUY $385.80 4 $4,005.42 $1.54 9 $-5,994.58 $-105,671.89
2021-09-16 00:00:00 BUY $230.80 3 $10,935.26 $0.69 3 $935.26 $-70,920.45
2022-02-17 00:00:00 SELL $461.78 2 $8,779.90 $0.92 5 $-1,220.10 $-80,679.66
2022-03-18 00:00:00 SELL $247.46 1 $13,840.15 $0.25 0 $3,840.15 $0.00
2022-06-05 00:00:00 BUY $468.08 6 $11,028.84 $2.81 6 $1,028.84 $-124,102.82
2022-06-29 00:00:00 SELL $273.60 5 $11,725.44 $1.37 5 $1,725.44 $-17,877.43
2022-07-07 00:00:00 BUY $292.81 1 $4,174.47 $0.29 1 $-5,825.53 $-102,231.23
2022-07-21 00:00:00 BUY $190.81 1 $5,244.79 $0.19 1 $-4,755.21 $-98,089.70
2022-09-11 00:00:00 SELL $219.88 2 $10,779.04 $0.44 0 $779.04 $0.00
2022-10-06 00:00:00 SELL $106.98 8 $10,926.36 $0.86 2 $926.36 $-12,117.90
2022-10-17 00:00:00 SELL $68.88 6 $18,484.22 $0.41 10 $8,484.22 $-31,012.89
2022-10-17 00:00:00 SELL $218.50 12 $7,372.42 $2.62 12 $-2,627.58 $-78,220.47
2022-10-21 00:00:00 BUY $119.13 26 $10,127.51 $3.10 26 $127.51 $-133,243.46
2022-10-25 00:00:00 BUY $415.25 2 $11,544.23 $0.83 2 $1,544.23 $-72,397.05
2022-10-26 00:00:00 BUY $475.70 3 $4,982.16 $1.43 3 $-5,017.84 $-87,071.60
2023-01-19 00:00:00 BUY $274.86 9 $6,789.66 $2.47 19 $-3,210.34 $-71,111.77
2023-02-26 00:00:00 SELL $80.02 1 $4,530.08 $0.08 3 $-5,469.92 $-118,526.93
2023-03-05 00:00:00 SELL $338.58 2 $10,771.09 $0.68 0 $771.09 $0.00
2023-04-17 00:00:00 SELL $282.10 2 $13,288.67 $0.56 2 $3,288.67 $-14,733.61
2023-04-23 00:00:00 BUY $184.46 5 $10,012.04 $0.92 8 $12.04 $-70,829.59
2023-08-24 00:00:00 BUY $358.80 1 $6,912.20 $0.36 1 $-3,087.80 $-113,732.16
2023-08-30 00:00:00 SELL $63.72 6 $4,387.36 $0.38 3 $-5,612.64 $-110,496.11
2023-09-21 00:00:00 BUY $83.47 1 $11,423.70 $0.08 40 $1,423.70 $-40,637.68
2023-09-30 00:00:00 SELL $86.74 7 $7,857.27 $0.61 7 $-2,142.73 $-82,381.38
2023-10-21 00:00:00 BUY $261.03 1 $6,489.14 $0.26 3 $-3,510.86 $-86,872.60
2023-11-10 00:00:00 BUY $402.63 5 $4,774.32 $2.01 5 $-5,225.68 $-91,283.64
2024-01-21 00:00:00 SELL $484.70 2 $8,109.79 $0.97 0 $-1,890.21 $0.00
2024-04-21 00:00:00 BUY $473.40 2 $8,367.55 $0.95 15 $-1,632.45 $-7,249.96
2024-04-24 00:00:00 BUY $204.85 7 $3,502.43 $1.43 7 $-6,497.57 $-95,412.62
2024-05-17 00:00:00 BUY $251.47 8 $5,216.28 $2.01 8 $-4,783.72 $-83,233.32
2024-08-23 00:00:00 BUY $466.51 1 $5,091.72 $0.47 1 $-4,908.28 $-94,843.41
2024-10-24 00:00:00 SELL $317.55 7 $12,232.69 $2.22 1 $2,232.69 $-72,910.01
2024-12-17 00:00:00 SELL $104.85 1 $12,587.53 $0.10 0 $2,587.53 $0.00
2025-02-20 00:00:00 BUY $467.93 9 $10,124.02 $4.21 13 $124.02 $-57,392.93
2025-06-15 00:00:00 BUY $450.02 2 $9,254.05 $0.90 10 $-745.95 $-5,830.24
2025-06-24 00:00:00 BUY $429.36 8 $9,149.18 $3.43 8 $-850.82 $-18,399.37
SUMMARY (229 total orders) $9,149.18 $284.38 - $13.66% -

AUDSGD=X

Best: Larry Williams ⏰ 1d
PSR
0.739
Sharpe Ratio
2.092
Total Orders
321
Net Profit
25.20%
Average Win
25.30%
Average Loss
-2.71%
Annual Return
25.20%
Max Drawdown
-7.46%
Win Rate
0.5%
Profit/Loss Ratio
3.60
Alpha
-0.019
Beta
1.944
Sortino Ratio
0.407
Total Fees
$2,942.49
Strategy Capacity
$1,686,872
Portfolio Turnover
1.25%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Larry Williams 1d 2.474 59.6% -27.2% 0.5% 🏆 BEST
2 Confident Trend 1d 2.460 34.3% -22.3% 0.6%
3 Decision Tree 2 1d 2.449 55.4% -18.7% 0.3%
4 Improved Index Trend 1d 2.250 -17.9% -14.4% 0.7%
5 Pullback 1d 2.241 52.7% -22.3% 0.5%
6 Face The Train 1d 1.969 72.8% -6.4% 0.4%
7 Donchian Channels Breakout 1d 1.949 -8.6% -6.0% 0.3%
8 Neural Networks Recurrent Neural 1d 1.904 72.4% -9.1% 0.4%
9 Wheel Strategy 1d 1.744 61.5% -13.5% 0.7%
10 Decision Tree 3 1d 1.730 12.7% -14.0% 0.7%
11 Macd 1d 1.707 -14.8% -17.1% 0.6%
12 Rnn Linear Regression 1d 1.700 -4.0% -11.3% 0.7%
13 Mfi 1d 1.690 58.2% -16.1% 0.6%
14 Markov 1d 1.645 20.4% -17.9% 0.6%
15 Weekly Breakout 1d 1.596 0.5% -9.8% 0.5%
16 Linear Regression Pca 1d 1.590 63.5% -27.9% 0.5%
17 Crude Oil 1d 1.455 10.6% -22.6% 0.3%
18 Stan Weinstein 1d 1.412 25.3% -20.8% 0.4%
19 Rsi 1d 1.403 66.3% -10.9% 0.3%
20 Multi Layer Ema 1d 1.373 34.4% -25.5% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-02-27 00:00:00 SELL $334.82 881 $1,124,517.29 $294.98 339 $1,114,517.29 $-2,921,888.13
2021-04-09 00:00:00 SELL $475.17 142 $513,116.71 $67.47 24 $503,116.71 $-1,481,322.72
2021-05-13 00:00:00 SELL $203.08 139 $464,030.79 $28.23 125 $454,030.79 $-1,685,912.74
2021-05-21 00:00:00 SELL $383.56 1,988 $1,649,971.78 $762.51 560 $1,639,971.78 $-3,682,067.39
2021-07-14 00:00:00 SELL $343.41 148 $408,302.93 $50.83 241 $398,302.93 $-2,007,235.93
2021-08-04 00:00:00 BUY $489.86 6 $11,515.19 $2.94 10 $1,515.19 $-35,434.31
2021-08-27 00:00:00 SELL $317.86 15 $676,288.80 $4.77 69 $666,288.80 $-2,402,786.21
2021-09-02 00:00:00 BUY $328.00 225 $437,279.85 $73.80 512 $427,279.85 $-1,198,625.20
2021-09-06 00:00:00 BUY $408.95 178 $469,957.58 $72.79 178 $459,957.58 $-1,531,619.33
2021-10-10 00:00:00 SELL $433.28 2 $564,832.59 $0.87 6 $554,832.59 $-548,721.24
2021-11-28 00:00:00 BUY $190.33 5 $12,626.78 $0.95 12 $2,626.78 $-28,867.52
2021-12-02 00:00:00 SELL $227.97 1 $42,865.66 $0.23 0 $32,865.66 $0.00
2021-12-05 00:00:00 BUY $72.23 61 $10,612.97 $4.41 71 $612.97 $-46,692.46
2022-03-24 00:00:00 SELL $215.06 61 $687,422.51 $13.12 32 $677,422.51 $-2,433,169.81
2022-04-04 00:00:00 SELL $144.34 15 $15,009.07 $2.17 21 $5,009.07 $-15,408.08
2022-06-06 00:00:00 SELL $181.99 10 $14,444.91 $1.82 2 $4,444.91 $-31,739.18
2022-06-28 00:00:00 SELL $276.51 2 $14,435.40 $0.55 7 $4,435.40 $-24,257.75
2022-07-23 00:00:00 BUY $101.22 21 $7,872.24 $2.13 21 $-2,127.76 $2,125.64
2022-09-04 00:00:00 SELL $209.58 44 $581,784.90 $9.22 73 $571,784.90 $-1,087,764.23
2022-11-21 00:00:00 SELL $171.52 2 $40,069.58 $0.34 18 $30,069.58 $-98,846.37
2023-01-31 00:00:00 BUY $235.56 358 $321,843.58 $84.33 411 $311,843.58 $-1,753,054.28
2023-03-16 00:00:00 SELL $272.03 31 $40,220.13 $8.43 23 $30,220.13 $-108,710.07
2023-04-02 00:00:00 SELL $53.72 8 $19,800.22 $0.43 34 $9,800.22 $-67,438.12
2023-04-09 00:00:00 SELL $403.97 4 $15,130.11 $1.62 0 $5,130.11 $0.00
2023-07-01 00:00:00 SELL $384.71 2 $103,240.16 $0.77 0 $93,240.16 $0.00
2023-07-09 00:00:00 SELL $159.52 1,092 $440,831.46 $174.20 875 $430,831.46 $-270,365.38
2023-09-09 00:00:00 BUY $149.09 3 $17,055.29 $0.45 20 $7,055.29 $-9,559.46
2023-09-12 00:00:00 SELL $86.95 2 $32,284.92 $0.17 11 $22,284.92 $-71,901.81
2023-11-07 00:00:00 SELL $210.64 24 $55,039.55 $5.06 13 $45,039.55 $-129,737.88
2023-12-09 00:00:00 BUY $114.45 5,892 $2,094,558.15 $674.32 5,892 $2,084,558.15 $-5,175,573.02
2023-12-27 00:00:00 BUY $271.86 5 $13,532.04 $1.36 5 $3,532.04 $-30,743.86
2024-01-01 00:00:00 SELL $487.46 83 $574,089.13 $40.46 11 $564,089.13 $-577,221.91
2024-03-02 00:00:00 SELL $178.32 1 $2,769,555.27 $0.18 0 $2,759,555.27 $0.00
2024-03-04 00:00:00 SELL $440.48 4 $18,527.83 $1.76 6 $8,527.83 $-62,321.56
2024-04-02 00:00:00 SELL $417.73 198 $154,057.77 $82.71 256 $144,057.77 $-86,447.29
2024-05-08 00:00:00 SELL $120.47 3 $13,893.08 $0.36 2 $3,893.08 $-33,221.53
2024-07-14 00:00:00 SELL $463.15 33 $530,027.59 $15.28 30 $520,027.59 $-1,590,517.40
2024-08-04 00:00:00 BUY $273.02 599 $437,807.93 $163.54 599 $427,807.93 $-972,507.26
2024-08-19 00:00:00 SELL $329.30 196 $436,940.21 $64.54 119 $426,940.21 $-2,209,494.27
2024-11-08 00:00:00 SELL $353.40 2,508 $2,829,111.37 $886.32 365 $2,819,111.37 $-4,146,687.91
2024-11-16 00:00:00 SELL $366.92 702 $1,227,708.43 $257.58 390 $1,217,708.43 $-3,414,620.69
2024-11-17 00:00:00 BUY $143.50 1,880 $957,651.01 $269.79 2,270 $947,651.01 $-3,231,966.40
2024-11-27 00:00:00 BUY $436.05 35 $385,825.23 $15.26 615 $375,825.23 $-267,888.22
2025-01-04 00:00:00 BUY $59.16 254 $120,137.47 $15.03 754 $110,137.47 $-246,359.11
2025-02-15 00:00:00 BUY $318.81 8 $15,609.50 $2.55 8 $5,609.50 $-18,568.84
2025-04-06 00:00:00 BUY $321.25 2 $523,733.76 $0.64 47 $513,733.76 $-1,558,052.57
2025-04-15 00:00:00 BUY $315.44 8 $13,548.98 $2.52 13 $3,548.98 $-19,569.13
2025-04-26 00:00:00 SELL $381.94 4 $477,231.50 $1.53 1 $467,231.50 $-1,969,719.17
2025-05-16 00:00:00 SELL $344.29 10 $542,822.97 $3.44 0 $532,822.97 $0.00
2025-06-08 00:00:00 SELL $226.80 1 $40,446.71 $0.23 22 $30,446.71 $-109,976.98
SUMMARY (304 total orders) $40,446.71 $15933.27 - $25.20% -

NZDSGD=X

Best: Svm Rnn ⏰ 1d
PSR
0.891
Sharpe Ratio
1.271
Total Orders
58
Net Profit
40.20%
Average Win
15.54%
Average Loss
-2.68%
Annual Return
40.20%
Max Drawdown
-9.09%
Win Rate
0.2%
Profit/Loss Ratio
5.03
Alpha
-0.064
Beta
1.272
Sortino Ratio
0.587
Total Fees
$1,729.04
Strategy Capacity
$4,688,876
Portfolio Turnover
1.34%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Svm Rnn 1d 2.453 49.9% -19.7% 0.3% 🏆 BEST
2 Lazy Trend Follower 1d 2.398 16.3% -27.3% 0.7%
3 Pullback 1d 2.357 36.9% -27.7% 0.6%
4 Neural Networks Recurrent Neural 1d 2.304 32.7% -18.5% 0.4%
5 Donchian Boyt 1d 2.274 6.5% -22.3% 0.4%
6 Wheel Strategy 1d 2.257 42.6% -19.4% 0.3%
7 Macd 1d 2.220 73.5% -26.3% 0.4%
8 Donchian Channels Breakout 1d 2.193 42.0% -14.7% 0.4%
9 Rnn Linear Regression 1d 2.068 45.5% -26.8% 0.4%
10 Russell Rebalancing Strategy 1d 1.985 72.1% -20.6% 0.6%
11 Buyandhold 1d 1.864 70.6% -28.2% 0.4%
12 Crude Oil 1d 1.792 6.5% -24.2% 0.5%
13 Ais Micro Test Diversity Gap 1d 1.777 2.5% -28.1% 0.5%
14 Long Short Term Memory Neural Network 1d 1.765 -18.5% -5.5% 0.3%
15 Bullish Engulfing 1d 1.758 24.2% -7.8% 0.4%
16 Linear Regression 1d 1.640 33.3% -24.2% 0.5%
17 Machine Learning Rsi 1d 1.627 4.1% -28.8% 0.4%
18 Inside Day 1d 1.553 31.6% -5.3% 0.6%
19 Face The Train 1d 1.414 -13.5% -13.5% 0.3%
20 Support Vector Machines 1d 1.370 -2.0% -28.0% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2000-11-24 00:00:00 SELL $225.92 11 $9,613.44 $2.49 8 $-386.56 $-1,415.42
2000-11-28 00:00:00 BUY $351.50 6 $9,778.60 $2.11 6 $-221.40 $-1,113.77
2002-04-13 00:00:00 BUY $350.46 1 $45,559.43 $0.35 1 $35,559.43 $-31,514.23
2002-07-18 00:00:00 BUY $261.56 6 $12,853.89 $1.57 42 $2,853.89 $-13,214.26
2002-10-24 00:00:00 BUY $307.57 8 $11,594.11 $2.46 10 $1,594.11 $-4,624.86
2002-11-25 00:00:00 SELL $275.16 49 $29,573.19 $13.48 5 $19,573.19 $-26,707.11
2003-03-24 00:00:00 BUY $270.95 25 $16,324.25 $6.77 28 $6,324.25 $-7,942.17
2003-06-01 00:00:00 SELL $357.22 1 $9,885.64 $0.36 0 $-114.36 $0.00
2003-07-03 00:00:00 SELL $205.13 39 $44,310.88 $8.00 8 $34,310.88 $-30,223.65
2004-12-06 00:00:00 BUY $79.78 29 $16,104.02 $2.31 54 $6,104.02 $-21,461.16
2005-02-04 00:00:00 BUY $98.85 30 $10,842.24 $2.97 30 $842.24 $-7,195.55
2005-02-13 00:00:00 SELL $298.42 4 $55,180.71 $1.19 0 $45,180.71 $0.00
2005-12-23 00:00:00 SELL $353.93 65 $54,165.65 $23.01 4 $44,165.65 $-55,564.56
2006-12-27 00:00:00 SELL $170.06 23 $12,990.06 $3.91 5 $2,990.06 $-6,850.28
2007-02-21 00:00:00 BUY $212.23 44 $26,967.12 $9.34 81 $16,967.12 $-25,255.07
2007-04-17 00:00:00 BUY $343.14 7 $22,546.65 $2.40 7 $12,546.65 $-10,724.65
2007-12-23 00:00:00 BUY $362.73 36 $42,109.50 $13.06 36 $32,109.50 $-55,217.80
2008-02-17 00:00:00 SELL $453.04 17 $24,951.06 $7.70 0 $14,951.06 $0.00
2010-07-29 00:00:00 SELL $459.00 1 $30,950.76 $0.46 0 $20,950.76 $0.00
2010-08-15 00:00:00 SELL $277.27 34 $36,384.92 $9.43 47 $26,384.92 $-38,751.92
2011-03-26 00:00:00 SELL $189.38 1 $30,492.22 $0.19 1 $20,492.22 $-27,893.51
2011-08-05 00:00:00 BUY $255.76 40 $35,474.81 $10.23 40 $25,474.81 $-21,984.80
2011-11-08 00:00:00 SELL $120.47 3 $23,104.65 $0.36 3 $13,104.65 $-15,167.23
2011-11-27 00:00:00 SELL $167.45 1 $13,507.95 $0.17 1 $3,507.95 $-9,993.71
2012-03-24 00:00:00 SELL $218.54 8 $13,340.66 $1.75 2 $3,340.66 $-9,724.09
2012-03-25 00:00:00 SELL $280.17 3 $36,314.49 $0.84 37 $26,314.49 $-32,079.10
2013-01-27 00:00:00 BUY $237.19 8 $14,424.83 $1.90 36 $4,424.83 $-13,763.58
2014-10-02 00:00:00 BUY $236.21 22 $31,183.07 $5.20 69 $21,183.07 $-35,485.09
2014-11-18 00:00:00 SELL $267.45 7 $11,483.74 $1.87 1 $1,483.74 $-2,955.35
2015-01-19 00:00:00 BUY $120.71 17 $7,831.46 $2.05 17 $-2,168.54 $1,581.37
2015-09-23 00:00:00 SELL $219.66 10 $53,697.17 $2.20 3 $43,697.17 $-60,105.64
2015-12-31 00:00:00 SELL $482.25 19 $36,318.80 $9.16 47 $26,318.80 $-9,198.99
2016-01-29 00:00:00 SELL $406.40 1 $11,889.73 $0.41 0 $1,889.73 $0.00
2016-06-07 00:00:00 SELL $375.46 3 $51,502.81 $1.13 13 $41,502.81 $-55,883.68
2016-10-24 00:00:00 BUY $349.99 2 $7,130.78 $0.70 19 $-2,869.22 $4,127.07
2018-05-18 00:00:00 SELL $327.74 17 $18,419.95 $5.57 25 $8,419.95 $-17,575.69
2019-01-07 00:00:00 SELL $355.36 22 $53,988.22 $7.82 4 $43,988.22 $-66,854.53
2020-02-02 00:00:00 SELL $279.48 6 $11,453.82 $1.68 0 $1,453.82 $0.00
2020-03-23 00:00:00 SELL $240.42 33 $50,035.33 $7.93 3 $40,035.33 $-80,612.98
2020-05-12 00:00:00 SELL $186.87 2 $44,779.71 $0.37 5 $34,779.71 $-30,930.36
2020-05-26 00:00:00 SELL $95.57 1 $44,406.35 $0.10 7 $34,406.35 $-31,195.68
2020-11-13 00:00:00 SELL $356.06 3 $14,057.17 $1.07 2 $4,057.17 $-6,988.49
2021-02-21 00:00:00 BUY $57.30 66 $27,165.23 $3.78 66 $17,165.23 $-24,301.14
2021-08-11 00:00:00 BUY $84.60 28 $9,082.53 $2.37 28 $-917.47 $-2,962.88
2022-05-26 00:00:00 SELL $190.82 4 $45,910.25 $0.76 0 $35,910.25 $0.00
2022-11-15 00:00:00 SELL $303.17 1 $13,810.82 $0.30 0 $3,810.82 $0.00
2022-12-14 00:00:00 SELL $197.14 1 $22,743.60 $0.20 6 $12,743.60 $-14,345.78
2025-03-01 00:00:00 SELL $368.38 1 $45,147.72 $0.37 4 $35,147.72 $-30,391.16
2025-03-12 00:00:00 BUY $315.36 12 $50,377.57 $3.78 16 $40,377.57 $-51,934.55
2025-05-29 00:00:00 SELL $156.11 1 $45,715.39 $0.16 0 $35,715.39 $0.00
SUMMARY (54 total orders) $45,715.39 $202.92 - $40.20% -

USDKRW=X

Best: Decision Tree 2 ⏰ 1d
PSR
0.448
Sharpe Ratio
0.474
Total Orders
472
Net Profit
18.85%
Average Win
29.01%
Average Loss
-5.94%
Annual Return
18.85%
Max Drawdown
-16.59%
Win Rate
0.3%
Profit/Loss Ratio
6.04
Alpha
-0.033
Beta
0.670
Sortino Ratio
1.363
Total Fees
$1,824.96
Strategy Capacity
$1,866,918
Portfolio Turnover
1.95%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 2 1d 2.481 78.3% -25.5% 0.3% 🏆 BEST
2 Larry Williams 1d 2.476 -2.0% -27.9% 0.7%
3 Bitcoin 1d 2.364 77.3% -17.1% 0.5%
4 Face The Train 1d 2.238 32.6% -29.1% 0.3%
5 Bollinger Bands 1d 2.155 32.4% -15.0% 0.4%
6 Buyandhold 1d 2.141 -1.9% -10.3% 0.5%
7 Stan Weinstein 1d 2.059 10.5% -8.9% 0.7%
8 Linear Regression 1d 1.935 16.2% -28.9% 0.6%
9 Improved Index Trend 1d 1.880 65.8% -17.3% 0.3%
10 Linear Regression Pca 1d 1.865 40.4% -26.0% 0.3%
11 Russell Rebalancing Strategy 1d 1.862 17.1% -10.1% 0.4%
12 Bullish Engulfing 1d 1.846 14.3% -16.3% 0.7%
13 Turtle Trading 1d 1.838 29.4% -16.3% 0.3%
14 Mfi 1d 1.725 69.6% -28.9% 0.6%
15 Ais Micro Test Diversity Gap 1d 1.705 -12.9% -23.5% 0.5%
16 Stable Mean Revert 1d 1.702 59.7% -8.5% 0.5%
17 Multi Layer Ema 1d 1.586 -16.5% -10.8% 0.5%
18 Ride The Aggression 1d 1.534 64.4% -27.1% 0.3%
19 Svm Rnn 1d 1.528 26.2% -17.4% 0.4%
20 Pullback 1d 1.503 17.9% -22.3% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2023-01-23 00:00:00 BUY $280.90 3 $18,629.13 $0.84 14 $8,629.13 $-22,860.12
2023-02-08 00:00:00 SELL $435.09 1 $318,450.00 $0.44 7 $308,450.00 $-771,801.18
2023-02-17 00:00:00 SELL $317.37 4 $10,958.19 $1.27 24 $958.19 $-9,592.95
2023-02-19 00:00:00 SELL $140.68 2 $18,626.12 $0.28 9 $8,626.12 $-33,552.30
2023-04-17 00:00:00 SELL $347.54 15 $13,266.60 $5.21 7 $3,266.60 $-1,564.68
2023-04-24 00:00:00 SELL $90.08 28 $6,661,036.90 $2.52 3 $6,651,036.90 $-21,712,215.87
2023-04-25 00:00:00 SELL $60.01 26 $1,258,111.78 $1.56 25 $1,248,111.78 $-4,772,019.48
2023-06-02 00:00:00 SELL $475.41 1 $19,518.97 $0.48 4 $9,518.97 $-32,916.73
2023-06-18 00:00:00 SELL $53.30 660 $1,617,395.22 $35.18 126 $1,607,395.22 $-7,750,220.05
2023-06-18 00:00:00 SELL $104.72 52 $7,002,141.83 $5.45 65 $6,992,141.83 $-30,797,333.50
2023-07-06 00:00:00 SELL $342.67 1 $78,769.79 $0.34 0 $68,769.79 $0.00
2023-07-17 00:00:00 SELL $394.70 3 $393,914.01 $1.18 42 $383,914.01 $-573,045.66
2023-07-28 00:00:00 SELL $170.23 3 $186,318.61 $0.51 14 $176,318.61 $-397,197.45
2023-08-08 00:00:00 SELL $393.70 992 $6,045,415.15 $390.55 641 $6,035,415.15 $-24,936,257.95
2023-08-11 00:00:00 BUY $69.25 54 $16,384.58 $3.74 54 $6,384.58 $-31,078.91
2023-08-15 00:00:00 SELL $407.50 262 $1,398,711.14 $106.77 157 $1,388,711.14 $-3,175,375.94
2023-08-23 00:00:00 SELL $446.29 290 $1,772,818.64 $129.42 129 $1,762,818.64 $-10,289,023.61
2023-09-29 00:00:00 BUY $375.20 49 $85,175.80 $18.38 1,020 $75,175.80 $-101,149.93
2023-10-09 00:00:00 SELL $199.14 1 $77,433.62 $0.20 2 $67,433.62 $-262,257.02
2023-10-22 00:00:00 BUY $324.16 15 $16,863.40 $4.86 15 $6,863.40 $-22,773.11
2023-10-23 00:00:00 SELL $82.27 11 $7,015,707.67 $0.91 0 $7,005,707.67 $0.00
2023-12-09 00:00:00 SELL $344.36 461 $1,483,165.88 $158.75 1,672 $1,473,165.88 $-8,841,690.06
2023-12-21 00:00:00 SELL $461.45 19 $1,913,171.34 $8.77 40 $1,903,171.34 $-7,300,214.99
2024-01-06 00:00:00 SELL $406.13 27 $111,570.01 $10.97 7 $101,570.01 $-371,321.35
2024-02-02 00:00:00 SELL $174.69 16 $47,662.06 $2.80 113 $37,662.06 $-113,707.95
2024-03-08 00:00:00 BUY $482.70 210 $292,445.09 $101.37 252 $282,445.09 $-467,981.95
2024-03-18 00:00:00 SELL $54.83 52 $978,438.83 $2.85 169 $968,438.83 $-2,422,140.00
2024-03-20 00:00:00 SELL $135.34 1,861 $1,445,369.32 $251.88 846 $1,435,369.32 $-8,960,376.23
2024-04-13 00:00:00 SELL $298.68 39 $75,153.83 $11.65 98 $65,153.83 $-133,763.40
2024-04-23 00:00:00 SELL $317.70 1 $1,136,708.04 $0.32 13 $1,126,708.04 $-4,987,276.25
2024-06-10 00:00:00 SELL $320.67 8,517 $6,446,223.13 $2731.13 749 $6,436,223.13 $-21,472,305.30
2024-06-17 00:00:00 BUY $168.83 2,802 $4,523,212.27 $473.08 3,281 $4,513,212.27 $-19,797,088.20
2024-07-12 00:00:00 BUY $265.18 1,383 $5,678,309.93 $366.74 2,024 $5,668,309.93 $-24,651,901.27
2024-08-30 00:00:00 SELL $318.10 4 $319,721.14 $1.27 3 $309,721.14 $-773,892.53
2024-09-02 00:00:00 SELL $162.01 193 $6,477,459.40 $31.27 556 $6,467,459.40 $-21,622,409.70
2024-09-13 00:00:00 SELL $83.31 50 $2,303,708.41 $4.17 80 $2,293,708.41 $-12,542,469.59
2024-09-20 00:00:00 BUY $390.31 1,109 $1,587,357.67 $432.85 1,405 $1,577,357.67 $-8,945,726.64
2024-10-05 00:00:00 SELL $255.25 8 $19,400.32 $2.04 12 $9,400.32 $-23,729.77
2024-10-09 00:00:00 SELL $470.60 922 $5,243,640.42 $433.89 7,143 $5,233,640.42 $-20,201,336.22
2024-10-20 00:00:00 SELL $329.99 274 $1,842,895.63 $90.42 37 $1,832,895.63 $-5,871,760.62
2024-10-21 00:00:00 SELL $181.35 14 $1,122,967.79 $2.54 58 $1,112,967.79 $-4,980,888.10
2024-10-26 00:00:00 SELL $274.48 120 $5,493,212.63 $32.94 35 $5,483,212.63 $-18,887,161.59
2024-11-17 00:00:00 SELL $440.67 43 $178,372.27 $18.95 38 $168,372.27 $-382,835.20
2024-12-10 00:00:00 SELL $368.91 9 $305,023.87 $3.32 31 $295,023.87 $-731,851.24
2025-01-07 00:00:00 BUY $124.26 407 $1,804,582.43 $50.58 407 $1,794,582.43 $-5,833,394.65
2025-01-15 00:00:00 BUY $445.46 8 $13,869.13 $3.56 8 $3,869.13 $-13,646.12
2025-01-27 00:00:00 BUY $342.11 779 $856,085.62 $266.51 3,255 $846,085.62 $-10,399,637.77
2025-02-24 00:00:00 SELL $187.66 8 $82,016.38 $1.50 40 $72,016.38 $-155,527.54
2025-05-26 00:00:00 BUY $278.19 14 $43,869.22 $3.89 115 $33,869.22 $-192,480.89
2025-06-23 00:00:00 SELL $420.46 41 $1,844,414.73 $17.24 15 $1,834,414.73 $-12,025,236.49
SUMMARY (453 total orders) $1,844,414.73 $74320.01 - $18.85% -

EURKRW=X

Best: Rnn Linear Regression ⏰ 1d
PSR
0.861
Sharpe Ratio
0.810
Total Orders
198
Net Profit
12.21%
Average Win
32.68%
Average Loss
-5.23%
Annual Return
12.21%
Max Drawdown
-22.07%
Win Rate
0.4%
Profit/Loss Ratio
2.71
Alpha
0.061
Beta
1.588
Sortino Ratio
1.536
Total Fees
$1,900.61
Strategy Capacity
$3,113,130
Portfolio Turnover
1.12%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rnn Linear Regression 1d 2.471 68.9% -14.7% 0.3% 🏆 BEST
2 Decision Tree 3 1d 2.452 60.0% -25.8% 0.6%
3 Improved Index Trend 1d 2.446 47.3% -11.3% 0.5%
4 Pullback 1d 2.411 31.0% -6.8% 0.5%
5 Macd 1d 2.396 61.4% -18.0% 0.6%
6 Crude Oil 1d 2.380 67.0% -22.3% 0.6%
7 Linear Regression Pca 1d 2.207 23.9% -22.4% 0.6%
8 Machine Learning Rsi 1d 2.158 69.6% -25.0% 0.4%
9 Larry Williams 1d 2.104 58.6% -9.4% 0.7%
10 Donchian Boyt 1d 2.099 4.5% -8.5% 0.3%
11 Turtle Trading 1d 2.078 -13.2% -17.1% 0.4%
12 Mfi 1d 2.063 43.4% -10.2% 0.6%
13 Stable Mean Revert 1d 2.040 9.5% -27.3% 0.7%
14 Face The Train 1d 1.958 27.4% -26.2% 0.3%
15 Linear Regression 1d 1.882 22.4% -12.5% 0.3%
16 Svm Rnn 1d 1.824 26.4% -22.0% 0.3%
17 Ais Micro Test Diversity Gap 1d 1.818 2.8% -18.0% 0.7%
18 Weekly Breakout 1d 1.692 54.7% -20.7% 0.5%
19 Stan Weinstein 1d 1.668 77.7% -17.4% 0.5%
20 Buyandhold 1d 1.658 -5.0% -14.3% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2019-05-11 00:00:00 SELL $226.35 2 $68,981.71 $0.45 1 $58,981.71 $-125,795.06
2019-05-21 00:00:00 SELL $70.60 1 $62,425.64 $0.07 0 $52,425.64 $0.00
2019-05-22 00:00:00 SELL $105.67 3 $107,178.94 $0.32 6 $97,178.94 $-171,440.54
2019-06-23 00:00:00 SELL $305.71 17 $12,408.28 $5.20 1 $2,408.28 $-4,817.80
2019-06-24 00:00:00 SELL $113.98 9 $75,882.43 $1.03 97 $65,882.43 $-207,645.93
2019-10-01 00:00:00 BUY $73.37 65 $126,280.30 $4.77 215 $116,280.30 $-330,053.97
2019-12-02 00:00:00 SELL $492.38 10 $11,010.87 $4.92 8 $1,010.87 $-72,167.48
2019-12-10 00:00:00 BUY $256.79 7 $12,774.43 $1.80 7 $2,774.43 $-54,035.17
2019-12-26 00:00:00 SELL $98.26 1 $12,506.43 $0.10 0 $2,506.43 $0.00
2020-02-03 00:00:00 BUY $246.42 36 $39,511.87 $8.87 107 $29,511.87 $-90,783.13
2020-06-04 00:00:00 SELL $50.93 24 $14,999.10 $1.22 7 $4,999.10 $-81,205.41
2020-07-23 00:00:00 BUY $442.17 5 $11,905.09 $2.21 8 $1,905.09 $-42,395.32
2020-12-12 00:00:00 SELL $118.24 42 $77,173.22 $4.97 205 $67,173.22 $-237,609.64
2021-01-03 00:00:00 SELL $444.70 12 $113,877.93 $5.34 8 $103,877.93 $-215,144.19
2021-01-30 00:00:00 SELL $201.56 1 $86,993.61 $0.20 3 $76,993.61 $-131,138.26
2021-04-10 00:00:00 SELL $250.77 1 $21,552.53 $0.25 1 $11,552.53 $-15,229.06
2021-04-12 00:00:00 SELL $74.55 34 $11,186.23 $2.53 8 $1,186.23 $-8,820.64
2021-04-16 00:00:00 SELL $372.58 18 $15,294.27 $6.71 4 $5,294.27 $-49,960.55
2021-07-26 00:00:00 BUY $148.47 23 $12,271.03 $3.41 38 $2,271.03 $-17,816.52
2021-07-26 00:00:00 BUY $488.87 22 $87,585.95 $10.76 89 $77,585.95 $-117,011.56
2021-08-22 00:00:00 BUY $332.61 12 $13,565.87 $3.99 22 $3,565.87 $-12,149.71
2021-10-28 00:00:00 SELL $379.22 74 $98,351.83 $28.06 67 $88,351.83 $-135,112.84
2022-01-01 00:00:00 BUY $210.94 80 $70,317.24 $16.88 141 $60,317.24 $-113,903.15
2022-01-10 00:00:00 SELL $399.25 13 $58,354.38 $5.19 13 $48,354.38 $-96,633.49
2022-01-29 00:00:00 SELL $485.44 1 $14,573.73 $0.49 0 $4,573.73 $0.00
2022-03-09 00:00:00 BUY $395.98 33 $74,805.79 $13.07 71 $64,805.79 $-233,734.85
2022-04-11 00:00:00 BUY $301.91 6 $12,142.08 $1.81 12 $2,142.08 $-50,398.31
2023-01-27 00:00:00 SELL $326.50 49 $131,053.88 $16.00 150 $121,053.88 $-296,852.70
2023-01-28 00:00:00 SELL $192.39 4 $15,767.88 $0.77 3 $5,767.88 $-80,984.73
2023-05-08 00:00:00 SELL $268.05 21 $17,536.35 $5.63 4 $7,536.35 $-76,567.29
2023-07-13 00:00:00 SELL $74.62 8 $107,661.56 $0.60 6 $97,661.56 $-170,828.35
2023-08-12 00:00:00 BUY $488.75 3 $4,871.42 $1.47 35 $-5,128.58 $13,448.87
2023-09-16 00:00:00 SELL $321.58 3 $16,471.74 $0.96 8 $6,471.74 $-26,112.75
2023-11-15 00:00:00 SELL $222.89 2 $12,132.06 $0.45 0 $2,132.06 $0.00
2024-03-03 00:00:00 BUY $402.70 17 $108,963.59 $6.85 262 $98,963.59 $-233,475.25
2024-03-12 00:00:00 SELL $350.11 7 $27,453.73 $2.45 0 $17,453.73 $0.00
2024-04-21 00:00:00 SELL $407.39 21 $156,995.74 $8.56 22 $146,995.74 $-341,634.20
2024-06-03 00:00:00 SELL $488.75 6 $16,837.23 $2.93 4 $6,837.23 $-34,849.78
2024-07-03 00:00:00 BUY $177.40 30 $74,857.65 $5.32 106 $64,857.65 $-194,575.86
2024-08-09 00:00:00 SELL $225.53 12 $101,741.82 $2.71 19 $91,741.82 $-179,781.20
2024-08-27 00:00:00 SELL $207.77 4 $14,476.33 $0.83 10 $4,476.33 $-31,115.57
2024-11-02 00:00:00 SELL $378.65 10 $107,065.22 $3.79 14 $97,065.22 $-165,974.90
2024-11-05 00:00:00 SELL $311.75 25 $101,227.16 $7.79 11 $91,227.16 $-188,929.49
2024-11-20 00:00:00 BUY $150.87 15 $22,260.78 $2.26 15 $12,260.78 $-84,074.24
2024-11-21 00:00:00 BUY $150.68 25 $58,654.86 $3.77 25 $48,654.86 $-98,056.69
2025-01-30 00:00:00 BUY $403.01 8 $13,609.95 $3.22 12 $3,609.95 $-31,968.71
2025-03-14 00:00:00 BUY $468.90 10 $11,220.51 $4.69 10 $1,220.51 $-36,554.64
2025-04-13 00:00:00 SELL $290.75 18 $85,583.58 $5.23 7 $75,583.58 $-129,707.73
2025-05-27 00:00:00 SELL $490.95 1 $35,072.06 $0.49 0 $25,072.06 $0.00
2025-07-04 00:00:00 SELL $241.73 65 $103,282.47 $15.71 24 $93,282.47 $-165,474.61
SUMMARY (174 total orders) $103,282.47 $849.08 - $12.21% -

USDINR=X

Best: Neural Networks Recurrent Neural ⏰ 1d
PSR
0.494
Sharpe Ratio
1.822
Total Orders
419
Net Profit
18.34%
Average Win
34.30%
Average Loss
-5.95%
Annual Return
18.34%
Max Drawdown
-23.42%
Win Rate
0.3%
Profit/Loss Ratio
6.92
Alpha
0.041
Beta
1.212
Sortino Ratio
0.545
Total Fees
$3,269.77
Strategy Capacity
$1,968,424
Portfolio Turnover
1.47%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Neural Networks Recurrent Neural 1d 2.391 50.3% -16.9% 0.5% 🏆 BEST
2 Bollinger Bands 1d 2.284 53.9% -29.7% 0.6%
3 Confident Trend 1d 2.254 -4.3% -29.4% 0.6%
4 Decision Tree 3 1d 2.247 16.5% -25.9% 0.5%
5 Rnn Linear Regression 1d 2.241 53.8% -8.8% 0.6%
6 Long Short Term Memory Neural Network 1d 2.239 73.2% -28.9% 0.6%
7 Trend Risk Protection 1d 2.191 48.3% -14.4% 0.7%
8 Linear Regression 1d 2.132 41.0% -16.5% 0.3%
9 Pullback 1d 2.131 15.8% -14.7% 0.7%
10 Russell Rebalancing Strategy 1d 2.029 75.8% -21.2% 0.5%
11 Stan Weinstein 1d 1.914 30.5% -19.0% 0.3%
12 Donchian Boyt 1d 1.902 79.4% -7.9% 0.5%
13 Ais Micro Test Diversity Gap 1d 1.844 -16.5% -6.3% 0.4%
14 Ride The Aggression 1d 1.841 40.0% -12.1% 0.4%
15 Machine Learning Rsi 1d 1.829 -14.5% -11.1% 0.4%
16 Donchian Channels Breakout 1d 1.774 -1.8% -15.5% 0.6%
17 Markov 1d 1.732 -15.5% -15.2% 0.5%
18 Linear Regression Pca 1d 1.709 42.7% -28.4% 0.4%
19 Decision Tree 1d 1.611 27.8% -9.0% 0.5%
20 Support Vector Machines 1d 1.577 29.0% -12.3% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2022-02-20 00:00:00 SELL $468.14 576 $1,186,755.50 $269.65 17 $1,176,755.50 $-4,383,881.00
2022-03-07 00:00:00 BUY $200.73 3,432 $1,994,591.00 $688.91 3,449 $1,984,591.00 $-9,296,154.38
2022-03-14 00:00:00 BUY $88.67 107 $142,122.82 $9.49 111 $132,122.82 $-163,894.13
2022-03-22 00:00:00 SELL $352.51 6 $371,629.17 $2.12 2 $361,629.17 $-1,181,016.98
2022-05-13 00:00:00 SELL $90.77 1 $1,187,653.07 $0.09 0 $1,177,653.07 $0.00
2022-05-14 00:00:00 SELL $201.50 407 $427,763.85 $82.01 94 $417,763.85 $-1,560,884.06
2022-05-18 00:00:00 SELL $437.69 945 $2,620,250.94 $413.62 838 $2,610,250.94 $-12,435,549.76
2022-06-30 00:00:00 SELL $62.09 176 $423,361.98 $10.93 220 $413,361.98 $-765,664.12
2022-07-27 00:00:00 SELL $462.02 1,887 $2,174,854.68 $871.84 1,541 $2,164,854.68 $-14,226,130.66
2022-07-28 00:00:00 BUY $471.13 306 $416,279.21 $144.16 841 $406,279.21 $-2,840,557.44
2022-09-02 00:00:00 SELL $382.57 3 $626,624.89 $1.15 3 $616,624.89 $-1,791,706.43
2022-09-26 00:00:00 SELL $73.92 542 $690,056.28 $40.06 59 $680,056.28 $-2,813,268.70
2022-11-02 00:00:00 BUY $492.89 77 $134,586.23 $37.95 77 $124,586.23 $-167,088.62
2022-11-08 00:00:00 SELL $443.54 2 $7,619.67 $0.89 0 $-2,380.33 $0.00
2022-12-22 00:00:00 SELL $341.68 924 $1,114,149.92 $315.71 353 $1,104,149.92 $-2,080,711.89
2023-04-03 00:00:00 BUY $143.80 2 $7,997.52 $0.29 2 $-2,002.48 $-6,236.38
2023-04-21 00:00:00 SELL $209.87 168 $2,482,923.34 $35.26 13 $2,472,923.34 $-10,993,811.17
2023-05-13 00:00:00 SELL $348.83 156 $117,011.18 $54.42 77 $107,011.18 $-72,930.79
2023-06-04 00:00:00 BUY $99.74 431 $147,011.88 $42.99 686 $137,011.88 $-312,285.90
2023-07-17 00:00:00 BUY $317.37 240 $412,445.90 $76.17 396 $402,445.90 $-577,474.58
2023-08-02 00:00:00 BUY $481.49 1,347 $2,013,160.50 $648.56 4,328 $2,003,160.50 $-7,256,038.02
2023-08-24 00:00:00 SELL $129.23 8 $135,619.03 $1.03 69 $125,619.03 $-234,076.56
2023-09-21 00:00:00 SELL $210.22 96 $1,604,775.00 $20.18 773 $1,594,775.00 $-6,506,207.75
2023-10-22 00:00:00 BUY $144.48 15 $6,076.71 $2.17 15 $-3,923.29 $-4,644.34
2023-12-13 00:00:00 SELL $210.39 9 $713,361.39 $1.89 234 $703,361.39 $-3,766,270.34
2023-12-29 00:00:00 SELL $83.73 130 $480,266.94 $10.88 645 $470,266.94 $-1,974,270.85
2024-01-11 00:00:00 BUY $405.27 6 $6,518.86 $2.43 6 $-3,481.14 $-1,660.77
2024-01-22 00:00:00 SELL $269.72 507 $615,407.59 $136.75 586 $605,407.59 $-3,657,445.32
2024-01-27 00:00:00 SELL $219.71 81 $762,894.66 $17.80 21 $752,894.66 $-3,025,906.58
2024-04-09 00:00:00 BUY $105.49 177 $352,939.28 $18.67 179 $342,939.28 $-1,162,839.80
2024-06-08 00:00:00 BUY $152.89 701 $469,393.16 $107.17 775 $459,393.16 $-1,802,611.93
2024-06-19 00:00:00 BUY $55.64 39 $18,828.54 $2.17 129 $8,828.54 $-21,192.23
2024-08-03 00:00:00 BUY $260.20 96 $282,725.73 $24.98 629 $272,725.73 $-476,770.33
2024-08-06 00:00:00 SELL $494.13 260 $411,071.99 $128.47 369 $401,071.99 $-483,080.81
2024-08-17 00:00:00 SELL $352.76 314 $929,128.22 $110.77 734 $919,128.22 $-4,501,724.98
2024-09-13 00:00:00 BUY $84.88 2,536 $827,175.29 $215.25 2,996 $817,175.29 $-5,610,056.90
2024-09-28 00:00:00 BUY $56.52 765 $261,969.54 $43.23 1,196 $251,969.54 $-1,682,024.07
2024-10-13 00:00:00 SELL $291.61 25 $1,738,666.19 $7.29 1 $1,728,666.19 $-6,668,419.44
2024-10-21 00:00:00 SELL $388.55 6 $119,340.13 $2.33 71 $109,340.13 $-72,204.15
2024-10-30 00:00:00 SELL $411.94 72 $373,348.37 $29.66 29 $363,348.37 $-441,944.01
2024-11-08 00:00:00 SELL $436.29 55 $1,457,342.61 $24.00 278 $1,447,342.61 $-4,903,547.29
2024-12-19 00:00:00 SELL $279.47 35 $855,841.81 $9.78 93 $845,841.81 $-2,563,980.40
2025-01-31 00:00:00 BUY $290.10 424 $513,824.39 $123.00 428 $503,824.39 $-3,378,374.53
2025-02-24 00:00:00 SELL $285.14 218 $1,690,459.87 $62.16 153 $1,680,459.87 $-6,625,084.65
2025-03-03 00:00:00 SELL $305.58 2 $8,058.41 $0.61 5 $-1,941.59 $-1,445.18
2025-05-02 00:00:00 SELL $155.19 3 $151,619.90 $0.47 4 $141,619.90 $-173,115.63
2025-05-26 00:00:00 SELL $463.29 119 $2,680,523.33 $55.13 331 $2,670,523.33 $-12,801,863.38
2025-06-02 00:00:00 BUY $236.95 1,175 $1,426,760.01 $278.41 2,702 $1,416,760.01 $-13,585,634.20
2025-06-24 00:00:00 SELL $411.42 132 $83,233.83 $54.31 11 $73,233.83 $-48,152.21
2025-06-28 00:00:00 SELL $59.73 3 $430,783.08 $0.18 17 $420,783.08 $-903,240.64
SUMMARY (399 total orders) $430,783.08 $40957.84 - $18.34% -

EURINR=X

Best: Support Vector Machines ⏰ 1d
PSR
0.861
Sharpe Ratio
0.385
Total Orders
154
Net Profit
37.26%
Average Win
21.90%
Average Loss
-2.43%
Annual Return
37.26%
Max Drawdown
-7.95%
Win Rate
0.6%
Profit/Loss Ratio
3.68
Alpha
0.122
Beta
0.981
Sortino Ratio
1.548
Total Fees
$2,393.08
Strategy Capacity
$1,965,303
Portfolio Turnover
1.33%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Support Vector Machines 1d 2.464 34.0% -10.5% 0.7% 🏆 BEST
2 Confident Trend 1d 2.447 -9.8% -21.1% 0.3%
3 Crude Oil 1d 2.445 63.9% -24.2% 0.7%
4 Inside Day 1d 2.391 23.5% -26.3% 0.3%
5 Lazy Trend Follower 1d 2.375 66.7% -27.4% 0.7%
6 Turtle Trading 1d 2.372 48.0% -14.6% 0.4%
7 Bullish Engulfing 1d 2.359 65.0% -22.1% 0.3%
8 Linear Regression Pca 1d 2.324 19.9% -27.1% 0.4%
9 Wheel Strategy 1d 2.313 12.7% -7.2% 0.6%
10 Decision Tree 2 1d 2.124 79.9% -10.8% 0.6%
11 Mfi 1d 2.076 44.6% -22.5% 0.5%
12 Rsi 1d 2.063 -9.9% -29.7% 0.6%
13 Improved Index Trend 1d 2.005 19.9% -21.9% 0.3%
14 Long Short Term Memory Neural Network 1d 1.990 -14.8% -23.8% 0.5%
15 Adx 1d 1.689 76.1% -17.1% 0.6%
16 Counter Punsh 1d 1.683 2.7% -5.7% 0.4%
17 Buyandhold 1d 1.663 46.9% -16.8% 0.6%
18 Neural Networks Recurrent Neural 1d 1.662 -19.9% -26.9% 0.6%
19 Larry Williams 1d 1.573 7.3% -14.2% 0.5%
20 Pullback 1d 1.530 1.7% -16.8% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2014-11-15 00:00:00 SELL $460.74 11 $30,512.13 $5.07 10 $20,512.13 $-85,995.23
2014-12-20 00:00:00 SELL $81.51 1 $38,636.03 $0.08 21 $28,636.03 $-100,584.56
2015-05-17 00:00:00 BUY $94.30 19 $5,501.57 $1.79 19 $-4,498.43 $-9,004.69
2015-10-02 00:00:00 SELL $458.36 15 $26,489.25 $6.88 4 $16,489.25 $-34,092.73
2016-02-07 00:00:00 BUY $402.17 1 $9,084.28 $0.40 9 $-915.72 $-14,711.56
2016-04-10 00:00:00 SELL $279.18 6 $29,276.50 $1.68 1 $19,276.50 $-37,450.88
2016-05-12 00:00:00 SELL $367.25 1 $7,717.60 $0.37 17 $-2,282.40 $-16,929.14
2016-06-16 00:00:00 BUY $349.12 6 $5,632.55 $2.09 13 $-4,367.45 $1,563.51
2016-07-26 00:00:00 SELL $118.11 70 $30,321.60 $8.27 80 $20,321.60 $-122,709.48
2017-04-07 00:00:00 SELL $174.16 1 $7,295.02 $0.17 0 $-2,704.98 $0.00
2017-04-22 00:00:00 BUY $61.27 26 $22,100.38 $1.59 26 $12,100.38 $-77,873.94
2017-10-07 00:00:00 SELL $129.59 11 $7,056.63 $1.43 2 $-2,943.37 $-4,810.58
2018-06-27 00:00:00 SELL $253.65 1 $6,696.25 $0.25 1 $-3,303.75 $-8,393.68
2018-07-06 00:00:00 SELL $421.13 2 $7,898.05 $0.84 0 $-2,101.95 $0.00
2018-10-23 00:00:00 BUY $272.17 10 $9,265.26 $2.72 10 $-734.74 $-12,887.62
2018-12-11 00:00:00 SELL $284.33 21 $12,059.65 $5.97 40 $2,059.65 $-24,553.07
2019-01-18 00:00:00 BUY $284.70 33 $22,062.32 $9.40 150 $12,062.32 $-80,058.28
2019-02-07 00:00:00 BUY $487.83 4 $8,463.68 $1.95 26 $-1,536.32 $-13,278.92
2019-02-14 00:00:00 SELL $243.50 1 $6,939.51 $0.24 0 $-3,060.49 $0.00
2019-03-25 00:00:00 SELL $242.88 26 $56,166.41 $6.31 6 $46,166.41 $-130,700.84
2019-05-29 00:00:00 SELL $302.49 3 $23,023.36 $0.91 1 $13,023.36 $-77,661.50
2019-06-13 00:00:00 SELL $411.64 1 $23,434.59 $0.41 0 $13,434.59 $0.00
2020-01-15 00:00:00 SELL $324.92 6 $16,130.52 $1.95 8 $6,130.52 $-66,834.92
2020-05-30 00:00:00 SELL $111.58 9 $10,739.18 $1.00 2 $739.18 $-30,776.34
2020-05-30 00:00:00 SELL $188.93 3 $49,857.87 $0.57 32 $39,857.87 $-126,112.37
2020-09-01 00:00:00 SELL $199.26 12 $14,257.04 $2.39 5 $4,257.04 $-72,695.84
2020-12-24 00:00:00 BUY $208.88 7 $8,386.80 $1.46 11 $-1,613.20 $-18,377.57
2021-04-24 00:00:00 BUY $199.29 35 $25,272.59 $6.98 39 $15,272.59 $-73,287.83
2021-05-22 00:00:00 BUY $322.66 5 $6,801.64 $1.61 16 $-3,198.36 $-18,009.91
2022-09-15 00:00:00 BUY $193.48 1 $29,271.92 $0.19 1 $19,271.92 $-37,536.58
2022-09-22 00:00:00 SELL $214.50 18 $30,731.18 $3.86 1 $20,731.18 $-95,043.62
2022-09-25 00:00:00 SELL $386.41 1 $23,695.00 $0.39 0 $13,695.00 $0.00
2022-10-06 00:00:00 BUY $257.93 6 $4,788.34 $1.55 9 $-5,211.66 $-6,927.38
2022-11-19 00:00:00 SELL $242.34 7 $44,082.93 $1.70 2 $34,082.93 $-108,956.72
2023-03-05 00:00:00 BUY $64.11 33 $7,793.25 $2.12 36 $-2,206.75 $-29,805.92
2023-06-14 00:00:00 SELL $273.37 1 $7,264.02 $0.27 1 $-2,735.98 $-5,702.61
2023-07-01 00:00:00 BUY $453.11 2 $6,990.93 $0.91 2 $-3,009.07 $-4,163.54
2023-08-24 00:00:00 SELL $193.93 15 $41,542.14 $2.91 6 $31,542.14 $-101,132.62
2023-09-06 00:00:00 SELL $244.65 2 $10,594.89 $0.49 1 $594.89 $-27,669.17
2023-09-17 00:00:00 BUY $324.78 22 $35,248.10 $7.15 24 $25,248.10 $-94,501.47
2023-11-11 00:00:00 BUY $371.43 3 $9,910.90 $1.11 3 $-89.10 $-29,885.21
2024-04-13 00:00:00 BUY $266.00 24 $23,324.55 $6.38 24 $13,324.55 $-31,539.60
2024-05-23 00:00:00 SELL $217.72 5 $11,989.72 $1.09 0 $1,989.72 $0.00
2024-06-10 00:00:00 BUY $374.79 3 $22,309.09 $1.12 3 $12,309.09 $-76,839.61
2024-07-29 00:00:00 SELL $172.40 8 $26,691.41 $1.38 1 $16,691.41 $-44,135.14
2024-08-02 00:00:00 BUY $457.60 12 $20,494.38 $5.49 15 $10,494.38 $-38,416.05
2024-10-07 00:00:00 BUY $67.87 25 $6,094.75 $1.70 61 $-3,905.25 $-30,089.20
2024-10-20 00:00:00 SELL $494.78 2 $6,442.85 $0.99 2 $-3,557.15 $-7,657.77
2024-12-04 00:00:00 BUY $343.30 2 $21,673.90 $0.69 3 $11,673.90 $-59,643.42
2025-01-11 00:00:00 SELL $341.03 3 $26,874.07 $1.02 19 $16,874.07 $-88,778.50
SUMMARY (124 total orders) $26,874.07 $310.80 - $37.26% -

GBPINR=X

Best: Wheel Strategy ⏰ 1d
PSR
0.831
Sharpe Ratio
1.221
Total Orders
217
Net Profit
34.43%
Average Win
15.81%
Average Loss
-3.72%
Annual Return
34.43%
Max Drawdown
-24.84%
Win Rate
0.4%
Profit/Loss Ratio
6.23
Alpha
-0.049
Beta
0.774
Sortino Ratio
1.727
Total Fees
$1,583.94
Strategy Capacity
$2,458,600
Portfolio Turnover
1.24%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Wheel Strategy 1d 2.348 74.5% -12.7% 0.6% 🏆 BEST
2 Weekly Breakout 1d 2.326 -13.4% -25.5% 0.6%
3 Linear Regression Pca 1d 2.141 32.9% -27.1% 0.4%
4 Trend Risk Protection 1d 2.085 60.2% -26.2% 0.4%
5 Svm Rnn 1d 1.955 2.1% -11.0% 0.6%
6 Decision Tree 2 1d 1.948 69.2% -15.7% 0.6%
7 Bullish Engulfing 1d 1.810 78.4% -24.8% 0.7%
8 Donchian Channels Breakout 1d 1.681 22.8% -21.4% 0.6%
9 Improved Index Trend 1d 1.646 31.1% -5.1% 0.5%
10 Turtle Trading 1d 1.610 6.9% -24.9% 0.6%
11 Confident Trend 1d 1.582 54.4% -28.8% 0.4%
12 Ride The Aggression 1d 1.546 52.2% -11.3% 0.7%
13 Linear Regression 1d 1.533 6.3% -21.9% 0.5%
14 Support Vector Machines 1d 1.500 56.6% -18.3% 0.4%
15 Stable Mean Revert 1d 1.453 -10.6% -8.4% 0.4%
16 Face The Train 1d 1.415 9.6% -23.9% 0.3%
17 Long Short Term Memory Neural Network 1d 1.337 -13.3% -9.3% 0.7%
18 Bitcoin 1d 1.280 1.0% -24.6% 0.6%
19 Macd 1d 1.171 -19.3% -13.0% 0.6%
20 Adx 1d 1.152 44.3% -21.9% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-06-16 00:00:00 BUY $400.38 2 $8,493.97 $0.80 2 $-1,506.03 $-29,668.15
2018-06-28 00:00:00 SELL $398.45 1 $5,379.33 $0.40 0 $-4,620.67 $0.00
2018-07-15 00:00:00 SELL $165.66 6 $36,449.80 $0.99 2 $26,449.80 $-190,026.39
2018-08-24 00:00:00 BUY $482.40 22 $32,014.92 $10.61 28 $22,014.92 $-166,237.84
2019-01-13 00:00:00 SELL $457.45 9 $37,618.09 $4.12 11 $27,618.09 $-120,740.50
2019-01-28 00:00:00 BUY $334.36 13 $40,513.68 $4.35 13 $30,513.68 $-214,123.56
2019-03-28 00:00:00 SELL $408.34 12 $43,630.36 $4.90 2 $33,630.36 $-177,937.06
2019-05-12 00:00:00 SELL $487.92 27 $23,213.49 $13.17 28 $13,213.49 $-41,358.11
2019-06-20 00:00:00 BUY $496.42 5 $7,823.06 $2.48 24 $-2,176.94 $-34,541.51
2019-07-29 00:00:00 BUY $416.92 2 $7,309.69 $0.83 4 $-2,690.31 $-30,713.05
2019-11-11 00:00:00 BUY $112.89 13 $5,592.39 $1.47 22 $-4,407.61 $-32,657.32
2020-05-12 00:00:00 SELL $424.99 33 $44,864.69 $14.02 0 $34,864.69 $0.00
2020-05-13 00:00:00 BUY $357.77 7 $34,675.84 $2.50 17 $24,675.84 $-131,832.58
2020-06-28 00:00:00 SELL $213.40 7 $39,096.59 $1.49 3 $29,096.59 $-237,111.46
2020-08-15 00:00:00 SELL $79.72 1 $4,172.13 $0.08 22 $-5,827.87 $-23,992.69
2020-09-16 00:00:00 BUY $437.29 11 $11,543.34 $4.81 77 $1,543.34 $-28,196.96
2020-10-21 00:00:00 SELL $451.61 9 $41,576.33 $4.06 0 $31,576.33 $0.00
2020-10-23 00:00:00 BUY $193.43 7 $7,161.41 $1.35 16 $-2,838.59 $-24,872.78
2021-05-01 00:00:00 SELL $438.49 13 $42,022.99 $5.70 3 $32,022.99 $-284,568.21
2021-06-23 00:00:00 SELL $202.21 3 $14,523.32 $0.61 0 $4,523.32 $0.00
2021-08-04 00:00:00 BUY $81.90 51 $10,052.84 $4.18 55 $52.84 $-46,338.22
2021-11-24 00:00:00 SELL $188.19 5 $8,680.53 $0.94 0 $-1,319.47 $0.00
2022-01-23 00:00:00 SELL $174.35 1 $7,994.43 $0.17 6 $-2,005.57 $-29,422.83
2022-03-15 00:00:00 SELL $228.75 5 $35,864.02 $1.14 0 $25,864.02 $0.00
2022-04-05 00:00:00 SELL $146.36 7 $7,396.47 $1.02 4 $-2,603.53 $-3,037.91
2022-05-01 00:00:00 SELL $463.80 1 $40,436.53 $0.46 0 $30,436.53 $0.00
2022-06-11 00:00:00 SELL $356.77 23 $45,932.60 $8.21 22 $35,932.60 $-243,655.71
2022-06-15 00:00:00 BUY $50.57 18 $6,911.88 $0.91 42 $-3,088.12 $-46,813.68
2022-08-29 00:00:00 SELL $477.99 1 $39,973.20 $0.48 1 $29,973.20 $-237,273.67
2022-09-04 00:00:00 SELL $180.38 6 $5,637.41 $1.08 0 $-4,362.59 $0.00
2022-10-01 00:00:00 SELL $464.57 5 $37,182.71 $2.32 10 $27,182.71 $-133,268.94
2023-01-12 00:00:00 SELL $376.79 2 $14,289.68 $0.75 1 $4,289.68 $-37,573.12
2023-01-13 00:00:00 SELL $144.96 3 $36,968.86 $0.43 6 $26,968.86 $-240,780.08
2023-02-22 00:00:00 SELL $117.80 1 $5,325.62 $0.12 3 $-4,674.38 $-11,190.53
2023-06-08 00:00:00 SELL $156.99 30 $11,616.88 $4.71 12 $1,616.88 $-47,964.01
2023-06-12 00:00:00 SELL $376.49 5 $39,606.29 $1.88 6 $29,606.29 $-278,520.39
2023-08-13 00:00:00 BUY $183.84 15 $15,325.96 $2.76 57 $5,325.96 $-60,276.77
2023-09-19 00:00:00 BUY $319.02 16 $36,328.37 $5.10 16 $26,328.37 $-275,675.06
2023-11-02 00:00:00 BUY $302.86 27 $25,349.12 $8.18 42 $15,349.12 $-144,764.31
2023-11-11 00:00:00 SELL $263.83 10 $30,519.02 $2.64 22 $20,519.02 $-193,111.25
2023-11-20 00:00:00 BUY $201.14 4 $8,573.24 $0.80 4 $-1,426.76 $-18,082.47
2024-01-30 00:00:00 BUY $368.88 24 $32,450.27 $8.85 24 $22,450.27 $-120,208.26
2024-04-24 00:00:00 SELL $61.70 9 $25,620.41 $0.56 59 $15,620.41 $-146,379.51
2024-07-25 00:00:00 SELL $155.59 1 $38,970.64 $0.16 1 $28,970.64 $-198,759.92
2024-09-14 00:00:00 BUY $310.27 12 $27,852.05 $3.72 30 $17,852.05 $-162,773.85
2025-01-11 00:00:00 SELL $421.51 3 $9,836.52 $1.26 1 $-163.48 $-19,270.08
2025-03-15 00:00:00 BUY $422.62 4 $5,054.12 $1.69 5 $-4,945.88 $-7,740.35
2025-03-24 00:00:00 BUY $376.23 29 $41,970.18 $10.91 31 $31,970.18 $-239,841.52
2025-06-04 00:00:00 SELL $108.25 23 $8,516.80 $2.49 9 $-1,483.20 $-26,993.48
2025-07-03 00:00:00 BUY $370.67 11 $13,935.36 $4.08 52 $3,935.36 $-47,403.64
SUMMARY (196 total orders) $13,935.36 $605.54 - $34.43% -

JPYINR=X

Best: Turtle Trading ⏰ 1d
PSR
0.896
Sharpe Ratio
0.468
Total Orders
111
Net Profit
35.08%
Average Win
26.77%
Average Loss
-6.17%
Annual Return
35.08%
Max Drawdown
-9.88%
Win Rate
0.5%
Profit/Loss Ratio
7.13
Alpha
0.016
Beta
1.806
Sortino Ratio
0.569
Total Fees
$1,313.02
Strategy Capacity
$1,661,934
Portfolio Turnover
2.23%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Turtle Trading 1d 2.469 16.9% -14.4% 0.5% 🏆 BEST
2 Buyandhold 1d 2.309 -18.3% -24.5% 0.3%
3 Wheel Strategy 1d 2.247 46.1% -6.0% 0.6%
4 Machine Learning Rsi 1d 2.203 3.8% -24.7% 0.5%
5 Linear Regression 1d 2.005 4.9% -23.1% 0.6%
6 Decision Tree 1d 1.988 62.7% -26.3% 0.5%
7 Bitcoin 1d 1.978 10.0% -20.4% 0.4%
8 Confident Trend 1d 1.935 -17.2% -8.6% 0.5%
9 Counter Punsh 1d 1.903 -10.2% -11.1% 0.3%
10 Donchian Channels Breakout 1d 1.646 20.9% -11.3% 0.7%
11 Stan Weinstein 1d 1.602 -8.7% -18.0% 0.5%
12 Support Vector Machines 1d 1.552 -16.5% -22.6% 0.3%
13 Trend Risk Protection 1d 1.534 43.1% -13.5% 0.4%
14 Adx 1d 1.478 25.0% -27.6% 0.4%
15 Improved Index Trend 1d 1.416 25.5% -22.9% 0.6%
16 Long Short Term Memory Neural Network 1d 1.236 79.4% -11.6% 0.7%
17 Pullback 1d 1.192 60.2% -10.0% 0.4%
18 Ride The Aggression 1d 1.185 62.2% -24.2% 0.6%
19 Markov 1d 1.127 4.4% -15.4% 0.3%
20 Rsi 1d 1.124 26.3% -29.2% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2010-12-19 00:00:00 SELL $190.16 1 $14,816.33 $0.19 30 $4,816.33 $-37,063.42
2011-01-02 00:00:00 BUY $436.94 5 $7,813.13 $2.18 5 $-2,186.87 $2,184.69
2011-02-22 00:00:00 SELL $117.35 3 $21,066.91 $0.35 0 $11,066.91 $0.00
2011-04-17 00:00:00 SELL $248.89 9 $11,788.04 $2.24 1 $1,788.04 $-13,783.39
2012-01-27 00:00:00 SELL $268.39 4 $29,487.16 $1.07 5 $19,487.16 $-104,548.73
2012-08-27 00:00:00 SELL $287.67 5 $11,821.60 $1.44 1 $1,821.60 $-17,299.90
2012-09-26 00:00:00 BUY $283.77 16 $16,521.98 $4.54 16 $6,521.98 $-42,589.01
2012-10-12 00:00:00 SELL $289.81 12 $26,862.69 $3.48 12 $16,862.69 $-114,253.28
2012-11-27 00:00:00 SELL $214.09 19 $18,879.94 $4.07 11 $8,879.94 $-40,413.21
2013-07-13 00:00:00 SELL $296.84 23 $20,652.01 $6.83 1 $10,652.01 $-54,060.56
2013-09-22 00:00:00 SELL $434.02 36 $28,693.52 $15.62 27 $18,693.52 $-83,986.55
2013-10-09 00:00:00 SELL $433.57 7 $7,259.69 $3.04 3 $-2,740.31 $-8,638.42
2013-11-20 00:00:00 BUY $295.29 14 $14,913.65 $4.13 57 $4,913.65 $-72,911.99
2014-05-29 00:00:00 BUY $289.95 10 $18,756.54 $2.90 34 $8,756.54 $-70,531.78
2015-02-17 00:00:00 SELL $166.84 1 $8,000.81 $0.17 1 $-1,999.19 $-3,734.15
2015-04-08 00:00:00 SELL $390.83 10 $29,247.53 $3.91 3 $19,247.53 $-64,182.94
2015-07-14 00:00:00 BUY $318.71 7 $8,740.30 $2.23 11 $-1,259.70 $-11,850.75
2015-07-22 00:00:00 SELL $249.89 7 $26,902.87 $1.75 3 $16,902.87 $-73,624.49
2015-07-30 00:00:00 BUY $445.35 15 $22,560.59 $6.68 18 $12,560.59 $-57,339.10
2016-01-17 00:00:00 BUY $252.46 3 $7,256.87 $0.76 3 $-2,743.13 $-9,181.75
2016-10-16 00:00:00 SELL $272.03 6 $18,727.83 $1.63 8 $8,727.83 $-43,871.29
2017-06-20 00:00:00 SELL $142.25 2 $24,576.55 $0.28 0 $14,576.55 $0.00
2017-08-01 00:00:00 BUY $395.79 2 $11,440.94 $0.79 2 $1,440.94 $-16,795.98
2017-08-11 00:00:00 SELL $337.56 1 $12,125.27 $0.34 0 $2,125.27 $0.00
2017-08-27 00:00:00 SELL $233.47 1 $31,120.90 $0.23 0 $21,120.90 $0.00
2017-10-17 00:00:00 BUY $437.28 9 $10,928.28 $3.94 9 $928.28 $-18,164.90
2017-11-22 00:00:00 BUY $296.83 14 $14,626.36 $4.16 31 $4,626.36 $-29,410.79
2017-11-25 00:00:00 SELL $88.09 6 $11,216.92 $0.53 0 $1,216.92 $0.00
2018-05-26 00:00:00 BUY $206.96 4 $10,973.52 $0.83 4 $973.52 $-13,700.91
2020-11-19 00:00:00 SELL $416.36 6 $21,223.47 $2.50 2 $11,223.47 $-45,214.82
2020-12-08 00:00:00 SELL $329.20 5 $10,384.67 $1.65 6 $384.67 $-15,612.34
2021-01-27 00:00:00 SELL $284.48 6 $23,388.48 $1.71 24 $13,388.48 $-110,903.48
2021-03-14 00:00:00 BUY $168.52 26 $20,375.80 $4.38 26 $10,375.80 $-50,820.28
2021-03-20 00:00:00 SELL $432.02 4 $24,292.34 $1.73 2 $14,292.34 $-31,963.93
2021-03-25 00:00:00 BUY $496.48 1 $11,628.29 $0.50 1 $1,628.29 $-13,535.80
2021-07-26 00:00:00 SELL $252.03 3 $8,015.01 $0.76 0 $-1,984.99 $0.00
2021-08-04 00:00:00 SELL $184.19 22 $29,708.26 $4.05 8 $19,708.26 $-108,240.41
2022-12-02 00:00:00 SELL $287.64 2 $21,798.18 $0.58 0 $11,798.18 $0.00
2023-06-19 00:00:00 BUY $152.93 25 $25,660.09 $3.82 30 $15,660.09 $-101,302.80
2023-10-04 00:00:00 BUY $250.67 24 $21,658.99 $6.02 24 $11,658.99 $-68,358.07
2023-11-05 00:00:00 SELL $295.15 19 $34,295.72 $5.61 8 $24,295.72 $-93,343.97
2024-02-11 00:00:00 BUY $210.92 19 $19,051.86 $4.01 43 $9,051.86 $-76,666.45
2024-02-27 00:00:00 SELL $196.32 22 $28,414.66 $4.32 9 $18,414.66 $-104,123.80
2024-02-29 00:00:00 SELL $105.46 5 $20,379.92 $0.53 2 $10,379.92 $-42,557.25
2024-03-09 00:00:00 SELL $279.03 7 $30,887.66 $1.95 1 $20,887.66 $-59,304.39
2024-05-21 00:00:00 BUY $335.96 8 $13,831.59 $2.69 24 $3,831.59 $-43,606.61
2024-10-11 00:00:00 BUY $444.00 13 $25,343.18 $5.77 13 $15,343.18 $-53,811.48
2025-03-29 00:00:00 BUY $360.62 3 $20,715.23 $1.08 3 $10,715.23 $-44,965.67
2025-06-07 00:00:00 SELL $239.46 1 $7,996.47 $0.24 1 $-2,003.53 $-4,217.83
2025-07-21 00:00:00 BUY $378.61 4 $4,227.71 $1.51 10 $-5,772.29 $-4,638.56
SUMMARY (100 total orders) $4,227.71 $252.61 - $35.08% -

USDTHB=X

Best: Rnn Linear Regression ⏰ 1d
PSR
0.604
Sharpe Ratio
0.954
Total Orders
265
Net Profit
30.63%
Average Win
24.40%
Average Loss
-7.00%
Annual Return
30.63%
Max Drawdown
-18.83%
Win Rate
0.5%
Profit/Loss Ratio
3.94
Alpha
0.012
Beta
1.687
Sortino Ratio
1.355
Total Fees
$1,951.39
Strategy Capacity
$1,353,009
Portfolio Turnover
2.30%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Rnn Linear Regression 1d 2.478 71.8% -10.9% 0.7% 🏆 BEST
2 Linear Regression Pca 1d 2.437 31.1% -24.8% 0.3%
3 Lazy Trend Follower 1d 2.418 28.1% -27.6% 0.5%
4 Inside Day 1d 2.325 -4.5% -7.1% 0.6%
5 Adx 1d 2.321 68.0% -24.2% 0.5%
6 Bitcoin 1d 2.217 68.0% -20.9% 0.6%
7 Machine Learning Rsi 1d 2.215 77.2% -24.5% 0.5%
8 Crude Oil 1d 2.140 72.0% -19.8% 0.5%
9 Pullback 1d 2.054 -0.6% -29.4% 0.3%
10 Ride The Aggression 1d 2.034 52.1% -23.7% 0.7%
11 Multi Layer Ema 1d 2.023 18.6% -28.1% 0.4%
12 Support Vector Machines 1d 1.835 38.7% -12.3% 0.3%
13 Wheel Strategy 1d 1.818 11.7% -28.6% 0.3%
14 Decision Tree 2 1d 1.796 4.4% -25.7% 0.3%
15 Ais Micro Test Diversity Gap 1d 1.650 7.1% -8.1% 0.4%
16 Decision Tree 1d 1.604 0.7% -19.0% 0.4%
17 Larry Williams 1d 1.441 24.4% -27.9% 0.3%
18 Linear Regression 1d 1.379 -3.1% -15.2% 0.4%
19 Improved Index Trend 1d 1.227 66.0% -28.5% 0.3%
20 Donchian Channels Breakout 1d 1.200 66.0% -23.0% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2020-03-20 00:00:00 SELL $441.57 2 $14,122.92 $0.88 0 $4,122.92 $0.00
2020-04-03 00:00:00 BUY $376.32 50 $133,743.23 $18.82 707 $123,743.23 $-668,533.73
2020-05-16 00:00:00 SELL $348.12 49 $412,731.52 $17.06 6 $402,731.52 $-1,461,157.27
2020-08-08 00:00:00 SELL $308.33 14 $11,638.26 $4.32 14 $1,638.26 $-36,145.00
2020-10-15 00:00:00 BUY $61.51 71 $10,700.38 $4.37 71 $700.38 $-41,956.74
2020-11-16 00:00:00 SELL $481.14 6 $15,706.37 $2.89 3 $5,706.37 $-39,018.16
2020-11-23 00:00:00 SELL $469.21 6 $82,079.67 $2.82 18 $72,079.67 $-107,675.53
2021-02-01 00:00:00 BUY $197.33 428 $218,835.66 $84.46 439 $208,835.66 $-498,675.16
2021-02-25 00:00:00 BUY $406.39 29 $43,801.37 $11.79 29 $33,801.37 $-65,529.66
2021-06-01 00:00:00 BUY $472.97 43 $392,579.34 $20.34 48 $382,579.34 $-1,440,543.36
2021-06-03 00:00:00 SELL $420.14 2 $157,655.02 $0.84 4 $147,655.02 $-162,297.32
2021-07-12 00:00:00 BUY $479.11 4 $8,932.34 $1.92 13 $-1,067.66 $-7,909.04
2021-07-21 00:00:00 BUY $138.46 930 $442,268.86 $128.77 2,911 $432,268.86 $-1,858,929.04
2021-09-13 00:00:00 BUY $339.54 6 $14,053.28 $2.04 7 $4,053.28 $-29,326.97
2021-09-22 00:00:00 SELL $297.34 2 $16,464.38 $0.59 0 $6,464.38 $0.00
2021-09-27 00:00:00 SELL $329.52 91 $551,802.32 $29.99 63 $541,802.32 $-1,928,859.15
2021-10-09 00:00:00 SELL $140.65 1,338 $684,951.95 $188.19 6 $674,951.95 $-2,146,283.95
2021-10-10 00:00:00 BUY $299.61 17 $484,987.23 $5.09 317 $474,987.23 $-1,639,215.63
2021-10-11 00:00:00 BUY $263.45 121 $512,537.14 $31.88 121 $502,537.14 $-1,590,067.79
2021-10-24 00:00:00 SELL $324.35 49 $158,162.81 $15.89 30 $148,162.81 $-177,892.17
2021-12-26 00:00:00 BUY $485.57 194 $231,489.53 $94.20 194 $221,489.53 $-352,840.15
2022-01-11 00:00:00 SELL $400.07 9 $12,031.40 $3.60 5 $2,031.40 $-14,550.99
2022-01-25 00:00:00 SELL $104.55 21 $494,558.24 $2.20 402 $484,558.24 $-1,825,602.59
2022-04-19 00:00:00 SELL $72.05 205 $379,555.19 $14.77 207 $369,555.19 $-1,186,210.89
2022-05-13 00:00:00 BUY $448.01 183 $412,490.97 $81.99 585 $402,490.97 $-1,605,549.18
2022-06-02 00:00:00 BUY $229.27 7 $13,173.75 $1.60 10 $3,173.75 $-42,426.22
2022-07-20 00:00:00 BUY $101.20 888 $284,380.36 $89.87 888 $274,380.36 $-897,313.97
2022-08-17 00:00:00 BUY $50.69 49 $73,703.90 $2.48 49 $63,703.90 $-111,153.75
2022-08-22 00:00:00 SELL $105.72 49 $311,189.52 $5.18 60 $301,189.52 $-402,310.77
2022-09-01 00:00:00 SELL $65.82 3 $10,015.09 $0.20 0 $15.09 $0.00
2023-01-24 00:00:00 SELL $228.94 1 $328,344.88 $0.23 1 $318,344.88 $-408,425.08
2023-03-09 00:00:00 SELL $151.50 15 $44,770.25 $2.27 25 $34,770.25 $-91,896.94
2023-03-16 00:00:00 SELL $310.79 4 $81,282.12 $1.24 23 $71,282.12 $-114,018.57
2023-05-01 00:00:00 BUY $187.49 235 $187,385.73 $44.06 429 $177,385.73 $-460,809.38
2024-02-22 00:00:00 SELL $361.48 97 $325,177.14 $35.06 2 $315,177.14 $-446,318.31
2024-02-22 00:00:00 BUY $429.64 306 $871,079.19 $131.47 6,591 $861,079.19 $-116,385.93
2024-03-29 00:00:00 BUY $126.15 67 $57,228.95 $8.45 392 $47,228.95 $-91,742.45
2024-04-01 00:00:00 BUY $148.00 15 $7,792.84 $2.22 15 $-2,207.16 $2,038.02
2024-04-11 00:00:00 SELL $143.45 8 $13,947.66 $1.15 1 $3,947.66 $-7,624.51
2024-05-07 00:00:00 BUY $355.29 8 $7,326.01 $2.84 28 $-2,673.99 $-27,671.26
2024-05-15 00:00:00 BUY $342.11 299 $277,163.33 $102.29 506 $267,163.33 $-1,028,019.16
2024-06-23 00:00:00 SELL $225.39 5 $74,784.73 $1.13 3 $64,784.73 $-112,961.29
2024-07-29 00:00:00 SELL $199.39 1 $685,436.98 $0.20 4 $675,436.98 $-2,146,330.31
2024-07-29 00:00:00 SELL $481.92 2,516 $2,082,365.14 $1212.50 4,075 $2,072,365.14 $-1,115,797.04
2024-10-03 00:00:00 SELL $401.47 2 $541,788.01 $0.80 9 $531,788.01 $-1,618,332.48
2024-10-27 00:00:00 SELL $241.80 168 $303,035.27 $40.62 12 $293,035.27 $-582,400.38
2024-12-09 00:00:00 SELL $286.12 1 $685,237.79 $0.29 5 $675,237.79 $-2,145,697.27
2024-12-30 00:00:00 SELL $341.42 1 $303,376.35 $0.34 11 $293,376.35 $-581,546.35
2025-02-02 00:00:00 BUY $303.33 94 $173,167.26 $28.51 829 $163,167.26 $-590,055.79
2025-04-29 00:00:00 SELL $72.07 18 $40,715.38 $1.30 31 $30,715.38 $-104,999.09
SUMMARY (255 total orders) $40,715.38 $9698.50 - $30.63% -

EURTHB=X

Best: Decision Tree 2 ⏰ 1d
PSR
0.692
Sharpe Ratio
0.225
Total Orders
118
Net Profit
27.21%
Average Win
20.87%
Average Loss
-3.15%
Annual Return
27.21%
Max Drawdown
-20.87%
Win Rate
0.2%
Profit/Loss Ratio
7.62
Alpha
-0.013
Beta
1.449
Sortino Ratio
1.179
Total Fees
$1,081.80
Strategy Capacity
$1,545,329
Portfolio Turnover
0.76%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Decision Tree 2 1d 2.472 -5.5% -28.4% 0.5% 🏆 BEST
2 Buyandhold 1d 2.442 -7.4% -26.4% 0.6%
3 Support Vector Machines 1d 2.416 11.4% -12.1% 0.6%
4 Ride The Aggression 1d 2.394 75.7% -7.9% 0.5%
5 Confident Trend 1d 2.318 9.2% -15.5% 0.4%
6 Crude Oil 1d 2.316 9.3% -17.2% 0.5%
7 Multi Layer Ema 1d 2.123 55.3% -24.0% 0.3%
8 Macd 1d 1.966 68.6% -5.4% 0.7%
9 Inside Day 1d 1.837 36.3% -13.9% 0.3%
10 Donchian Boyt 1d 1.781 65.0% -20.2% 0.7%
11 Rsi 1d 1.698 -6.7% -7.7% 0.3%
12 Donchian Channels Breakout 1d 1.695 14.6% -10.0% 0.4%
13 Counter Punsh 1d 1.653 35.6% -12.9% 0.7%
14 Ais Micro Test Diversity Gap 1d 1.600 -7.6% -28.5% 0.5%
15 Stan Weinstein 1d 1.587 35.2% -15.0% 0.4%
16 Wheel Strategy 1d 1.574 27.0% -7.6% 0.5%
17 Neural Networks Recurrent Neural 1d 1.333 34.8% -25.0% 0.7%
18 Machine Learning Rsi 1d 1.318 46.6% -29.9% 0.6%
19 Decision Tree 3 1d 1.306 50.7% -19.8% 0.3%
20 Stable Mean Revert 1d 1.256 51.5% -19.6% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2013-07-06 00:00:00 SELL $295.72 1 $18,733.35 $0.30 1 $8,733.35 $-57,761.90
2013-08-25 00:00:00 SELL $444.86 3 $22,352.44 $1.33 1 $12,352.44 $-74,346.96
2014-07-07 00:00:00 BUY $207.87 10 $12,332.51 $2.08 10 $2,332.51 $-2,477.24
2014-08-16 00:00:00 BUY $341.48 6 $10,059.85 $2.05 6 $59.85 $-6,469.90
2014-08-29 00:00:00 SELL $244.47 8 $20,531.10 $1.96 1 $10,531.10 $-64,296.84
2014-10-19 00:00:00 SELL $196.53 5 $8,218.05 $0.98 13 $-1,781.95 $-31,114.76
2014-12-06 00:00:00 SELL $318.22 9 $19,033.01 $2.86 4 $9,033.01 $-62,303.47
2015-03-19 00:00:00 BUY $371.02 6 $18,435.71 $2.23 6 $8,435.71 $-62,315.17
2015-03-31 00:00:00 SELL $462.57 10 $19,234.18 $4.63 4 $9,234.18 $-89,212.10
2015-09-06 00:00:00 SELL $167.44 1 $9,741.66 $0.17 1 $-258.34 $-13,589.62
2015-09-27 00:00:00 SELL $141.28 2 $21,326.95 $0.28 0 $11,326.95 $0.00
2015-09-28 00:00:00 BUY $429.09 7 $18,320.34 $3.00 7 $8,320.34 $-42,052.45
2016-02-09 00:00:00 SELL $63.22 2 $19,159.32 $0.13 2 $9,159.32 $-63,449.90
2016-05-07 00:00:00 SELL $311.14 2 $17,140.00 $0.62 0 $7,140.00 $0.00
2016-10-31 00:00:00 SELL $170.45 34 $10,527.00 $5.80 6 $527.00 $-21,734.85
2016-12-31 00:00:00 SELL $408.45 6 $14,075.76 $2.45 1 $4,075.76 $-4,147.47
2017-02-20 00:00:00 BUY $302.26 1 $21,255.43 $0.30 1 $11,255.43 $-76,409.28
2017-04-30 00:00:00 SELL $67.10 12 $9,373.96 $0.81 3 $-626.04 $-31,333.00
2017-05-30 00:00:00 BUY $371.51 1 $15,429.49 $0.37 28 $5,429.49 $-64,017.99
2017-08-28 00:00:00 SELL $133.11 1 $20,664.07 $0.13 0 $10,664.07 $0.00
2017-09-18 00:00:00 BUY $344.58 5 $9,044.62 $1.72 40 $-955.38 $-42,129.30
2017-09-26 00:00:00 BUY $197.91 18 $17,051.81 $3.56 18 $7,051.81 $-63,205.01
2017-09-29 00:00:00 BUY $303.12 1 $15,116.76 $0.30 20 $5,116.76 $-45,204.02
2017-10-24 00:00:00 BUY $320.34 1 $5,176.81 $0.32 31 $-4,823.19 $-11,671.83
2017-11-19 00:00:00 BUY $75.88 11 $4,737.54 $0.83 40 $-5,262.46 $-18,887.72
2017-11-27 00:00:00 SELL $77.64 3 $19,082.85 $0.23 0 $9,082.85 $0.00
2018-02-10 00:00:00 SELL $320.35 2 $18,850.16 $0.64 3 $8,850.16 $-79,538.45
2018-05-04 00:00:00 SELL $247.94 1 $15,909.81 $0.25 0 $5,909.81 $0.00
2018-09-01 00:00:00 SELL $188.37 7 $18,437.93 $1.32 2 $8,437.93 $-57,680.88
2019-01-06 00:00:00 SELL $316.33 9 $15,801.37 $2.85 27 $5,801.37 $-65,879.34
2019-02-13 00:00:00 SELL $122.09 2 $21,557.99 $0.24 0 $11,557.99 $0.00
2019-10-06 00:00:00 BUY $82.30 13 $6,690.50 $1.07 20 $-3,309.50 $-27,874.37
2020-01-29 00:00:00 SELL $262.77 15 $11,627.48 $3.94 7 $1,627.48 $-2,716.50
2020-03-10 00:00:00 BUY $235.52 8 $10,446.45 $1.88 18 $446.45 $-2,395.23
2020-06-07 00:00:00 SELL $353.36 8 $9,514.55 $2.83 12 $-485.45 $-26,349.96
2020-08-01 00:00:00 SELL $254.08 2 $21,314.05 $0.51 2 $11,314.05 $-76,203.38
2020-08-11 00:00:00 BUY $86.81 23 $9,994.07 $2.00 29 $-5.93 $-36,183.31
2021-01-28 00:00:00 SELL $198.32 2 $5,573.04 $0.40 29 $-4,426.96 $-16,171.70
2021-03-25 00:00:00 BUY $467.47 12 $13,467.60 $5.61 12 $3,467.60 $-74,889.86
2021-05-14 00:00:00 BUY $348.57 10 $17,766.28 $3.49 11 $7,766.28 $-73,179.57
2021-07-19 00:00:00 SELL $164.46 2 $20,136.99 $0.33 1 $10,136.99 $-66,602.97
2021-08-16 00:00:00 SELL $413.53 1 $22,240.91 $0.41 1 $12,240.91 $-40,283.87
2021-09-30 00:00:00 SELL $375.99 1 $22,728.05 $0.38 0 $12,728.05 $0.00
2022-01-12 00:00:00 SELL $260.37 17 $17,120.66 $4.43 9 $7,120.66 $-55,714.33
2022-08-10 00:00:00 SELL $394.14 6 $16,252.47 $2.36 3 $6,252.47 $-84,926.72
2023-07-27 00:00:00 SELL $170.99 3 $10,641.31 $0.51 2 $641.31 $-10,225.68
2024-02-10 00:00:00 SELL $170.05 11 $10,688.01 $1.87 1 $688.01 $-26,350.69
2024-05-14 00:00:00 SELL $428.39 1 $7,689.81 $0.43 22 $-2,310.19 $4,868.71
2024-09-27 00:00:00 SELL $96.03 3 $16,645.13 $0.29 12 $6,645.13 $-61,951.24
2025-05-17 00:00:00 SELL $337.85 1 $14,413.26 $0.34 0 $4,413.26 $0.00
SUMMARY (112 total orders) $14,413.26 $191.52 - $27.21% -

USDPHP=X

Best: Ais Micro Test Diversity Gap ⏰ 1d
PSR
0.769
Sharpe Ratio
1.076
Total Orders
385
Net Profit
37.65%
Average Win
32.15%
Average Loss
-6.75%
Annual Return
37.65%
Max Drawdown
-21.91%
Win Rate
0.4%
Profit/Loss Ratio
4.65
Alpha
0.018
Beta
1.317
Sortino Ratio
1.093
Total Fees
$1,526.14
Strategy Capacity
$3,371,660
Portfolio Turnover
0.99%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Ais Micro Test Diversity Gap 1d 2.477 0.6% -13.3% 0.3% 🏆 BEST
2 Pullback 1d 2.437 25.3% -29.3% 0.4%
3 Decision Tree 3 1d 2.408 34.7% -5.4% 0.6%
4 Lazy Trend Follower 1d 2.250 -7.5% -12.8% 0.4%
5 Wheel Strategy 1d 2.219 -18.7% -18.4% 0.5%
6 Markov 1d 2.216 68.2% -10.8% 0.4%
7 Neural Networks Recurrent Neural 1d 2.170 58.5% -17.4% 0.7%
8 Trend Risk Protection 1d 2.161 43.7% -24.1% 0.6%
9 Mfi 1d 2.015 48.5% -20.5% 0.3%
10 Ride The Aggression 1d 1.980 49.0% -6.2% 0.5%
11 Macd 1d 1.974 55.9% -28.7% 0.7%
12 Multi Layer Ema 1d 1.950 50.8% -22.5% 0.5%
13 Counter Punsh 1d 1.906 36.2% -27.8% 0.3%
14 Rsi 1d 1.866 -17.6% -17.8% 0.7%
15 Linear Regression 1d 1.825 72.3% -11.5% 0.5%
16 Bitcoin 1d 1.818 46.2% -5.5% 0.4%
17 Confident Trend 1d 1.794 64.1% -5.5% 0.6%
18 Larry Williams 1d 1.741 16.4% -18.7% 0.4%
19 Donchian Channels Breakout 1d 1.735 18.1% -19.8% 0.6%
20 Stan Weinstein 1d 1.697 49.3% -5.5% 0.6%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-09-03 00:00:00 SELL $73.41 5 $9,859.61 $0.37 4 $-140.39 $-736.24
2021-09-10 00:00:00 SELL $89.43 2 $10,038.29 $0.18 2 $38.29 $-851.00
2021-10-22 00:00:00 SELL $144.78 15 $174,361.35 $2.17 6 $164,361.35 $-1,546,546.05
2021-11-09 00:00:00 SELL $462.17 1 $174,823.05 $0.46 5 $164,823.05 $-1,545,103.90
2021-11-21 00:00:00 SELL $85.22 1 $6,804.74 $0.09 0 $-3,195.26 $0.00
2021-11-22 00:00:00 BUY $161.94 51 $175,768.60 $8.26 269 $165,768.60 $-1,448,502.51
2021-11-30 00:00:00 BUY $453.18 16 $112,419.70 $7.25 17 $102,419.70 $-486,648.43
2021-12-15 00:00:00 SELL $259.41 10 $72,524.72 $2.59 11 $62,524.72 $-230,340.41
2022-01-09 00:00:00 BUY $97.53 74 $36,096.82 $7.22 200 $26,096.82 $-418,781.48
2022-01-27 00:00:00 BUY $341.48 137 $114,048.25 $46.78 137 $104,048.25 $-1,070,770.88
2022-02-25 00:00:00 SELL $249.97 2 $184,572.06 $0.50 1 $174,572.06 $-755,564.97
2022-03-22 00:00:00 SELL $194.18 16 $145,351.91 $3.11 1 $135,351.91 $-1,164,141.68
2022-04-21 00:00:00 SELL $278.99 13 $118,808.83 $3.63 102 $108,808.83 $-1,135,878.41
2022-07-19 00:00:00 BUY $232.69 74 $57,565.24 $17.22 78 $47,565.24 $-215,044.00
2022-08-04 00:00:00 SELL $350.44 52 $91,620.94 $18.22 73 $81,620.94 $-597,554.03
2022-08-09 00:00:00 SELL $261.29 8 $172,902.18 $2.09 31 $162,902.18 $-747,714.80
2022-08-12 00:00:00 SELL $298.52 80 $330,951.86 $23.88 58 $320,951.86 $-1,641,777.35
2022-09-27 00:00:00 SELL $169.08 1 $42,620.28 $0.17 0 $32,620.28 $0.00
2022-10-04 00:00:00 SELL $489.37 44 $53,207.89 $21.53 152 $43,207.89 $-413,668.70
2022-12-24 00:00:00 SELL $487.86 6 $182,798.14 $2.93 2 $172,798.14 $-1,297,109.01
2023-03-13 00:00:00 SELL $317.24 225 $140,044.27 $71.38 94 $130,044.27 $-1,259,538.45
2023-03-27 00:00:00 SELL $473.57 10 $68,441.37 $4.74 49 $58,441.37 $-329,253.67
2023-04-08 00:00:00 SELL $495.64 5 $108,434.63 $2.48 11 $98,434.63 $-507,046.72
2023-06-19 00:00:00 BUY $319.25 8 $8,543.14 $2.55 8 $-1,456.86 $-4,055.51
2023-07-24 00:00:00 SELL $227.71 2 $100,066.36 $0.46 7 $90,066.36 $-531,704.83
2023-11-16 00:00:00 SELL $410.48 10 $75,089.92 $4.10 32 $65,089.92 $-306,977.41
2023-11-21 00:00:00 BUY $431.03 6 $41,295.37 $2.59 10 $31,295.37 $-61,724.33
2023-12-25 00:00:00 BUY $258.90 29 $40,883.83 $7.51 171 $30,883.83 $-427,095.09
2024-02-22 00:00:00 SELL $108.02 157 $152,165.95 $16.96 24 $142,165.95 $-1,114,960.71
2024-03-12 00:00:00 SELL $58.28 73 $182,152.91 $4.25 230 $172,152.91 $-1,478,661.29
2024-04-10 00:00:00 SELL $253.06 23 $149,927.32 $5.82 78 $139,927.32 $-1,039,237.56
2024-05-07 00:00:00 SELL $223.64 8 $98,928.76 $1.79 9 $88,928.76 $-102,972.80
2024-05-19 00:00:00 SELL $99.35 2 $7,170.33 $0.20 1 $-2,829.67 $-11,448.49
2024-05-25 00:00:00 BUY $251.78 47 $77,025.71 $11.83 47 $67,025.71 $-308,279.00
2024-06-21 00:00:00 BUY $187.72 110 $119,675.66 $20.65 163 $109,675.66 $-865,441.52
2024-07-21 00:00:00 SELL $196.76 14 $186,188.38 $2.75 18 $176,188.38 $-1,348,971.05
2024-08-03 00:00:00 SELL $328.76 6 $366,388.58 $1.97 0 $356,388.58 $0.00
2024-08-06 00:00:00 SELL $266.71 15 $141,586.70 $4.00 6 $131,586.70 $-852,469.26
2024-08-20 00:00:00 SELL $160.54 51 $110,990.03 $8.19 52 $100,990.03 $-1,198,486.92
2024-09-12 00:00:00 BUY $329.55 1 $9,070.00 $0.33 13 $-930.00 $2,303.94
2024-10-05 00:00:00 SELL $237.24 4 $10,655.79 $0.95 1 $655.79 $-6,372.30
2024-10-19 00:00:00 SELL $246.21 25 $341,214.64 $6.16 1 $331,214.64 $-1,658,845.22
2024-10-22 00:00:00 SELL $295.15 149 $135,224.35 $43.98 181 $125,224.35 $-1,064,131.11
2024-12-22 00:00:00 SELL $71.48 9 $6,971.82 $0.64 3 $-3,028.18 $-11,333.40
2025-01-17 00:00:00 BUY $416.66 102 $102,810.50 $42.50 103 $92,810.50 $-1,121,420.29
2025-03-25 00:00:00 SELL $487.98 22 $14,039.32 $10.74 2 $4,039.32 $-23,306.88
2025-04-02 00:00:00 SELL $83.29 1 $184,655.27 $0.08 0 $174,655.27 $0.00
2025-04-17 00:00:00 BUY $100.59 8 $5,827.07 $0.80 14 $-4,172.93 $-19,559.77
2025-04-20 00:00:00 BUY $454.01 4 $8,359.32 $1.82 15 $-1,640.68 $2,016.69
2025-06-29 00:00:00 BUY $463.11 6 $38,102.38 $2.78 177 $28,102.38 $-396,904.32
SUMMARY (358 total orders) $38,102.38 $3978.41 - $37.65% -

EURPHP=X

Best: Pullback ⏰ 1d
PSR
0.677
Sharpe Ratio
1.934
Total Orders
329
Net Profit
39.71%
Average Win
28.41%
Average Loss
-5.93%
Annual Return
39.71%
Max Drawdown
-22.34%
Win Rate
0.2%
Profit/Loss Ratio
7.45
Alpha
0.146
Beta
1.328
Sortino Ratio
0.303
Total Fees
$2,385.12
Strategy Capacity
$2,997,083
Portfolio Turnover
2.30%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Pullback 1d 2.474 -18.4% -22.2% 0.4% 🏆 BEST
2 Markov 1d 2.404 74.5% -20.1% 0.5%
3 Svm Rnn 1d 2.393 -12.5% -25.0% 0.5%
4 Buyandhold 1d 2.311 23.6% -16.3% 0.3%
5 Macd 1d 2.308 0.7% -15.8% 0.6%
6 Stan Weinstein 1d 2.292 49.4% -20.4% 0.5%
7 Larry Williams 1d 2.252 28.6% -22.5% 0.5%
8 Inside Day 1d 2.248 -6.3% -12.2% 0.4%
9 Bullish Engulfing 1d 2.243 6.9% -6.3% 0.4%
10 Adx 1d 2.161 15.3% -21.7% 0.4%
11 Lazy Trend Follower 1d 2.004 25.8% -22.3% 0.4%
12 Support Vector Machines 1d 1.931 75.9% -9.4% 0.3%
13 Decision Tree 2 1d 1.918 36.8% -9.0% 0.6%
14 Counter Punsh 1d 1.908 -2.5% -6.1% 0.4%
15 Rnn Linear Regression 1d 1.836 67.2% -21.5% 0.5%
16 Rsi 1d 1.773 -17.4% -18.4% 0.4%
17 Bollinger Bands 1d 1.748 49.6% -22.1% 0.3%
18 Improved Index Trend 1d 1.604 73.0% -19.3% 0.7%
19 Mfi 1d 1.511 -11.1% -8.8% 0.6%
20 Turtle Trading 1d 1.480 68.8% -16.7% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-12-17 00:00:00 SELL $414.10 110 $1,186,903.61 $45.55 602 $1,176,903.61 $-4,496,061.31
2021-12-23 00:00:00 SELL $289.38 81 $1,619,844.73 $23.44 878 $1,609,844.73 $-1,354,352.77
2022-01-13 00:00:00 BUY $138.60 15 $9,271.89 $2.08 26 $-728.11 $-1,168.95
2022-05-12 00:00:00 SELL $484.53 5 $16,764.27 $2.42 7 $6,764.27 $-94,289.38
2022-05-18 00:00:00 SELL $205.46 211 $2,045,218.37 $43.35 1,234 $2,035,218.37 $-8,386,444.79
2022-07-06 00:00:00 BUY $218.28 544 $1,212,830.18 $118.74 2,549 $1,202,830.18 $-1,339,891.76
2022-09-09 00:00:00 SELL $435.37 18 $353,880.25 $7.84 404 $343,880.25 $-764,458.49
2022-09-16 00:00:00 SELL $236.57 331 $2,003,533.29 $78.31 468 $1,993,533.29 $-6,276,998.57
2022-10-16 00:00:00 SELL $154.12 13 $15,614.05 $2.00 4 $5,614.05 $-6,235.17
2022-11-25 00:00:00 BUY $451.10 516 $1,435,071.07 $232.77 569 $1,425,071.07 $-3,616,299.65
2022-11-28 00:00:00 SELL $72.27 1,201 $1,536,101.60 $86.79 407 $1,526,101.60 $-3,843,565.81
2022-12-05 00:00:00 SELL $404.00 1 $1,224,038.30 $0.40 4 $1,214,038.30 $-5,357,055.82
2022-12-14 00:00:00 BUY $392.19 10 $12,662.29 $3.92 18 $2,662.29 $-5,955.11
2023-01-10 00:00:00 SELL $50.12 4 $23,104.31 $0.20 1 $13,104.31 $-84,756.56
2023-01-26 00:00:00 SELL $414.57 2 $19,624.67 $0.83 3 $9,624.67 $-69,066.72
2023-02-14 00:00:00 BUY $483.87 76 $466,343.11 $36.77 139 $456,343.11 $-652,666.65
2023-02-16 00:00:00 BUY $227.00 2,538 $1,864,910.32 $576.13 2,547 $1,854,910.32 $-8,061,802.17
2023-04-04 00:00:00 SELL $280.68 1 $19,886.03 $0.28 0 $9,886.03 $0.00
2023-04-15 00:00:00 SELL $372.63 2 $19,628.80 $0.75 5 $9,628.80 $-69,553.28
2023-05-04 00:00:00 SELL $261.95 6 $456,907.70 $1.57 3 $446,907.70 $-454,910.65
2023-06-23 00:00:00 SELL $337.33 16 $30,039.09 $5.40 5 $20,039.09 $-102,930.97
2023-07-29 00:00:00 SELL $127.01 2 $189,985.60 $0.25 1 $179,985.60 $-219,460.70
2023-07-31 00:00:00 BUY $456.52 236 $438,925.80 $107.74 236 $428,925.80 $-426,354.01
2023-08-13 00:00:00 SELL $196.62 281 $498,596.21 $55.25 73 $488,596.21 $-705,571.24
2023-08-13 00:00:00 SELL $214.44 6 $2,197,412.25 $1.29 2 $2,187,412.25 $-6,834,372.91
2023-09-30 00:00:00 SELL $242.12 3 $546,592.94 $0.73 2 $536,592.94 $-533,607.99
2023-10-13 00:00:00 BUY $392.91 15 $17,039.19 $5.89 15 $7,039.19 $-54,125.58
2023-12-09 00:00:00 SELL $182.91 1 $22,938.81 $0.18 0 $12,938.81 $0.00
2023-12-15 00:00:00 BUY $83.93 11 $18,055.74 $0.92 11 $8,055.74 $-96,757.87
2024-01-05 00:00:00 SELL $388.93 507 $313,019.67 $197.19 33 $303,019.67 $-326,655.15
2024-03-04 00:00:00 SELL $456.22 10 $503,153.82 $4.56 63 $493,153.82 $-691,182.55
2024-03-26 00:00:00 BUY $306.16 12 $18,831.20 $3.67 15 $8,831.20 $-81,083.13
2024-04-08 00:00:00 SELL $365.53 111 $1,065,080.75 $40.57 308 $1,055,080.75 $-5,447,346.04
2024-04-19 00:00:00 SELL $440.20 4 $70,779.94 $1.76 0 $60,779.94 $0.00
2024-06-06 00:00:00 BUY $430.41 351 $1,030,932.17 $151.08 1,626 $1,020,932.17 $-3,658,547.70
2024-07-01 00:00:00 SELL $353.02 5 $2,441,618.27 $1.77 9 $2,431,618.27 $-8,636,799.86
2024-07-14 00:00:00 SELL $339.51 772 $2,379,329.86 $262.10 231 $2,369,329.86 $-8,561,550.00
2024-08-02 00:00:00 BUY $59.60 2,066 $317,524.81 $123.13 2,084 $307,524.81 $-816,147.69
2024-08-05 00:00:00 SELL $261.58 839 $2,025,739.55 $219.47 363 $2,015,739.55 $-7,481,454.62
2024-08-21 00:00:00 SELL $109.58 3 $21,354.15 $0.33 1 $11,354.15 $-89,239.88
2024-09-03 00:00:00 BUY $344.09 16 $13,650.13 $5.51 18 $3,650.13 $-85,982.06
2024-10-06 00:00:00 SELL $373.18 354 $1,668,073.46 $132.10 53 $1,658,073.46 $-3,853,199.50
2024-10-07 00:00:00 SELL $78.03 6 $32,307.57 $0.47 2 $22,307.57 $-108,410.93
2024-10-21 00:00:00 SELL $303.94 561 $1,357,242.63 $170.51 41 $1,347,242.63 $-4,732,890.75
2024-10-27 00:00:00 BUY $266.66 1,984 $1,669,881.12 $529.05 1,988 $1,659,881.12 $-7,286,051.14
2024-12-29 00:00:00 SELL $92.46 2 $70,193.65 $0.18 0 $60,193.65 $0.00
2025-02-24 00:00:00 BUY $142.79 1,496 $1,880,889.38 $213.61 1,520 $1,870,889.38 $-7,359,370.82
2025-03-06 00:00:00 BUY $211.60 11 $29,491.61 $2.33 11 $19,491.61 $-102,290.04
2025-04-18 00:00:00 SELL $254.94 8 $1,189,799.77 $2.04 229 $1,179,799.77 $-5,300,290.05
2025-05-29 00:00:00 SELL $421.08 40 $1,099,170.59 $16.84 111 $1,089,170.59 $-5,556,020.87
SUMMARY (321 total orders) $1,099,170.59 $22937.09 - $39.71% -

USDIDR=X

Best: Linear Regression ⏰ 1d
PSR
0.580
Sharpe Ratio
0.914
Total Orders
184
Net Profit
28.60%
Average Win
22.64%
Average Loss
-5.85%
Annual Return
28.60%
Max Drawdown
-21.73%
Win Rate
0.2%
Profit/Loss Ratio
2.62
Alpha
0.121
Beta
0.714
Sortino Ratio
1.270
Total Fees
$3,100.34
Strategy Capacity
$871,121
Portfolio Turnover
2.46%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Linear Regression 1d 2.416 14.8% -8.3% 0.5% 🏆 BEST
2 Stable Mean Revert 1d 2.329 -6.6% -5.6% 0.7%
3 Face The Train 1d 2.312 44.3% -21.8% 0.3%
4 Lazy Trend Follower 1d 2.251 59.8% -5.1% 0.5%
5 Neural Networks Recurrent Neural 1d 2.217 27.7% -15.9% 0.6%
6 Turtle Trading 1d 2.207 35.7% -5.7% 0.4%
7 Pullback 1d 2.187 37.1% -16.0% 0.6%
8 Trend Risk Protection 1d 2.172 3.8% -29.6% 0.4%
9 Multi Layer Ema 1d 2.160 -0.0% -16.4% 0.3%
10 Decision Tree 2 1d 2.098 -5.5% -5.8% 0.3%
11 Inside Day 1d 2.097 7.1% -11.9% 0.4%
12 Linear Regression Pca 1d 2.066 36.3% -9.4% 0.5%
13 Donchian Boyt 1d 2.042 -18.5% -23.4% 0.4%
14 Macd 1d 1.856 14.4% -19.7% 0.4%
15 Crude Oil 1d 1.701 15.0% -25.0% 0.5%
16 Long Short Term Memory Neural Network 1d 1.678 46.9% -11.4% 0.3%
17 Wheel Strategy 1d 1.663 13.5% -20.2% 0.6%
18 Mfi 1d 1.643 2.5% -21.9% 0.3%
19 Bullish Engulfing 1d 1.635 33.1% -10.2% 0.3%
20 Weekly Breakout 1d 1.585 33.1% -15.9% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2017-07-20 00:00:00 SELL $79.37 53 $156,865.04 $4.21 38 $146,865.04 $-474,210.09
2017-08-08 00:00:00 SELL $247.99 9 $9,511.19 $2.23 3 $-488.81 $-5,261.12
2017-10-12 00:00:00 SELL $474.65 6 $181,593.68 $2.85 6 $171,593.68 $-742,234.98
2017-12-16 00:00:00 SELL $386.24 137 $152,662.55 $52.91 91 $142,662.55 $-442,078.35
2017-12-17 00:00:00 BUY $416.72 65 $127,152.11 $27.09 88 $117,152.11 $-453,841.85
2018-02-10 00:00:00 BUY $76.33 36 $8,839.76 $2.75 56 $-1,160.24 $-28,998.53
2018-03-25 00:00:00 SELL $257.81 4 $142,416.41 $1.03 13 $132,416.41 $-259,430.03
2018-04-29 00:00:00 BUY $272.10 2 $16,093.37 $0.54 2 $6,093.37 $-14,388.25
2018-08-30 00:00:00 SELL $340.05 1 $14,194.05 $0.34 2 $4,194.05 $-19,598.56
2018-09-01 00:00:00 SELL $90.79 19 $17,386.13 $1.73 0 $7,386.13 $0.00
2018-09-06 00:00:00 BUY $64.81 109 $49,646.49 $7.06 143 $39,646.49 $-99,314.49
2019-01-17 00:00:00 SELL $494.46 15 $32,921.10 $7.42 3 $22,921.10 $-46,229.35
2019-03-21 00:00:00 SELL $319.13 24 $18,422.74 $7.66 0 $8,422.74 $0.00
2019-04-23 00:00:00 BUY $78.43 224 $129,555.64 $17.57 224 $119,555.64 $-245,214.08
2019-06-07 00:00:00 SELL $315.02 6 $10,716.75 $1.89 5 $716.75 $-748.52
2019-08-04 00:00:00 SELL $90.97 3 $151,805.38 $0.27 18 $141,805.38 $-199,105.65
2019-08-09 00:00:00 SELL $315.21 31 $17,672.87 $9.77 0 $7,672.87 $0.00
2020-01-09 00:00:00 BUY $402.63 33 $143,564.99 $13.29 71 $133,564.99 $-448,639.54
2020-10-12 00:00:00 SELL $145.16 19 $129,305.65 $2.76 0 $119,305.65 $0.00
2020-12-05 00:00:00 BUY $198.73 72 $114,830.70 $14.31 72 $104,830.70 $-128,377.44
2021-01-17 00:00:00 SELL $329.32 4 $141,386.22 $1.32 17 $131,386.22 $-257,183.05
2021-02-12 00:00:00 BUY $196.62 58 $69,364.05 $11.40 689 $59,364.05 $-459,704.58
2021-03-01 00:00:00 SELL $120.88 4 $147,140.65 $0.48 0 $137,140.65 $0.00
2021-03-13 00:00:00 SELL $397.64 111 $151,532.74 $44.14 21 $141,532.74 $-192,392.66
2021-06-06 00:00:00 BUY $424.78 72 $125,297.30 $30.58 122 $115,297.30 $-228,526.61
2021-06-26 00:00:00 SELL $378.01 1 $16,471.00 $0.38 1 $6,471.00 $-15,098.64
2021-07-03 00:00:00 BUY $104.35 42 $58,170.23 $4.38 198 $48,170.23 $-109,485.92
2021-07-12 00:00:00 SELL $485.97 28 $154,281.86 $13.61 14 $144,281.86 $-661,634.41
2021-12-17 00:00:00 BUY $91.68 2 $37,589.81 $0.18 83 $27,589.81 $-100,790.07
2022-02-07 00:00:00 BUY $401.17 17 $131,101.52 $6.82 17 $121,101.52 $-510,779.90
2022-09-05 00:00:00 SELL $109.66 2 $10,771.25 $0.22 24 $771.25 $-21,756.60
2022-10-06 00:00:00 SELL $381.93 21 $129,153.69 $8.02 0 $119,153.69 $0.00
2023-01-18 00:00:00 SELL $62.76 1 $137,065.10 $0.06 0 $127,065.10 $0.00
2023-06-05 00:00:00 BUY $119.25 293 $93,976.98 $34.94 399 $83,976.98 $-263,354.02
2023-08-17 00:00:00 SELL $461.09 47 $140,070.25 $21.67 21 $130,070.25 $-253,098.62
2023-08-21 00:00:00 BUY $292.31 12 $9,528.97 $3.51 26 $-471.03 $-22,165.36
2023-09-10 00:00:00 BUY $265.78 60 $37,773.35 $15.95 81 $27,773.35 $-70,924.89
2023-10-26 00:00:00 BUY $234.47 3 $13,854.34 $0.70 3 $3,854.34 $-18,871.84
2023-11-29 00:00:00 BUY $287.18 15 $13,074.05 $4.31 15 $3,074.05 $-36,383.57
2023-12-13 00:00:00 SELL $225.80 33 $141,265.75 $7.45 6 $131,265.75 $-237,424.75
2023-12-18 00:00:00 BUY $220.38 43 $148,316.63 $9.48 44 $138,316.63 $-658,741.37
2024-02-18 00:00:00 SELL $364.91 3 $10,199.47 $1.09 1 $199.47 $-589.09
2024-04-17 00:00:00 BUY $279.96 20 $53,735.92 $5.60 21 $43,735.92 $-80,974.41
2024-07-02 00:00:00 BUY $97.48 222 $98,465.21 $21.64 341 $88,465.21 $-573,338.39
2024-09-25 00:00:00 SELL $470.10 22 $60,736.46 $10.34 2 $50,736.46 $-63,794.14
2024-09-26 00:00:00 BUY $88.99 77 $26,061.72 $6.85 80 $16,061.72 $-40,593.21
2025-02-25 00:00:00 BUY $284.21 123 $114,533.63 $34.96 202 $104,533.63 $-311,267.21
2025-03-07 00:00:00 SELL $468.66 14 $149,525.91 $6.56 79 $139,525.91 $-331,652.36
2025-04-11 00:00:00 SELL $363.60 1 $202,969.38 $0.36 0 $192,969.38 $0.00
2025-04-30 00:00:00 BUY $215.20 126 $99,800.55 $27.12 228 $89,800.55 $-401,045.39
SUMMARY (170 total orders) $99,800.55 $1711.52 - $28.60% -

EURIDR=X

Best: Markov ⏰ 1d
PSR
0.883
Sharpe Ratio
1.401
Total Orders
193
Net Profit
44.19%
Average Win
21.16%
Average Loss
-7.40%
Annual Return
44.19%
Max Drawdown
-20.43%
Win Rate
0.4%
Profit/Loss Ratio
5.94
Alpha
0.074
Beta
1.976
Sortino Ratio
0.677
Total Fees
$1,701.02
Strategy Capacity
$1,231,225
Portfolio Turnover
2.00%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Markov 1d 2.437 73.2% -6.7% 0.6% 🏆 BEST
2 Wheel Strategy 1d 2.305 54.6% -16.0% 0.6%
3 Improved Index Trend 1d 2.208 61.9% -15.4% 0.7%
4 Ride The Aggression 1d 2.115 1.4% -28.3% 0.6%
5 Confident Trend 1d 2.077 78.9% -16.5% 0.6%
6 Long Short Term Memory Neural Network 1d 2.027 -2.9% -28.7% 0.7%
7 Ais Micro Test Diversity Gap 1d 1.994 65.8% -12.0% 0.3%
8 Inside Day 1d 1.927 52.7% -7.5% 0.4%
9 Decision Tree 3 1d 1.878 -14.9% -9.2% 0.4%
10 Rnn Linear Regression 1d 1.836 3.5% -11.7% 0.3%
11 Rsi 1d 1.817 52.2% -23.9% 0.5%
12 Crude Oil 1d 1.808 57.0% -17.2% 0.4%
13 Face The Train 1d 1.799 18.7% -28.5% 0.6%
14 Pullback 1d 1.757 80.0% -27.8% 0.6%
15 Linear Regression 1d 1.684 -13.3% -7.8% 0.6%
16 Trend Risk Protection 1d 1.648 71.7% -14.4% 0.4%
17 Buyandhold 1d 1.536 -19.3% -17.8% 0.4%
18 Larry Williams 1d 1.398 67.9% -29.0% 0.6%
19 Stan Weinstein 1d 1.391 3.9% -18.7% 0.3%
20 Donchian Boyt 1d 1.341 5.5% -13.3% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2018-04-13 00:00:00 SELL $335.37 1 $7,605.31 $0.34 0 $-2,394.69 $0.00
2018-04-14 00:00:00 SELL $210.30 1 $7,445.76 $0.21 2 $-2,554.24 $-11,288.03
2018-06-10 00:00:00 SELL $363.35 15 $24,184.15 $5.45 21 $14,184.15 $-91,629.61
2018-09-05 00:00:00 SELL $185.75 3 $34,758.86 $0.56 0 $24,758.86 $0.00
2018-09-30 00:00:00 BUY $412.66 7 $29,852.22 $2.89 8 $19,852.22 $-81,968.19
2018-11-30 00:00:00 SELL $195.24 11 $11,103.86 $2.15 51 $1,103.86 $-21,323.44
2019-01-20 00:00:00 BUY $217.99 65 $35,811.57 $14.17 67 $25,811.57 $-119,547.94
2019-03-24 00:00:00 SELL $324.68 3 $49,994.84 $0.97 2 $39,994.84 $-133,503.66
2019-04-15 00:00:00 BUY $176.53 2 $10,750.44 $0.35 53 $750.44 $-21,924.15
2019-05-09 00:00:00 SELL $294.60 11 $35,298.04 $3.24 5 $25,298.04 $-59,174.20
2019-08-01 00:00:00 BUY $60.58 62 $8,958.42 $3.76 62 $-1,041.58 $-23,768.78
2019-09-07 00:00:00 SELL $327.52 11 $33,459.91 $3.60 6 $23,459.91 $-75,891.34
2019-10-02 00:00:00 SELL $499.04 2 $34,456.99 $1.00 4 $24,456.99 $-75,860.31
2019-12-14 00:00:00 BUY $408.91 2 $33,162.56 $0.82 69 $23,162.56 $-141,182.28
2020-02-23 00:00:00 SELL $394.02 59 $64,637.17 $23.25 18 $54,637.17 $-241,423.76
2020-02-27 00:00:00 SELL $60.70 33 $36,919.29 $2.00 96 $26,919.29 $-242,689.11
2020-07-15 00:00:00 SELL $236.75 19 $41,413.04 $4.50 77 $31,413.04 $-230,286.43
2020-12-12 00:00:00 SELL $412.95 45 $37,130.52 $18.58 6 $27,130.52 $-49,473.64
2021-03-20 00:00:00 SELL $132.37 20 $6,704.89 $2.65 2 $-3,295.11 $-20,087.45
2021-04-26 00:00:00 SELL $224.65 4 $12,717.89 $0.90 0 $2,717.89 $0.00
2021-07-03 00:00:00 SELL $51.41 1 $6,860.06 $0.05 1 $-3,139.94 $-20,869.35
2021-08-08 00:00:00 BUY $75.53 13 $5,727.00 $0.98 13 $-4,273.00 $-16,540.77
2022-01-04 00:00:00 SELL $234.38 2 $48,247.97 $0.47 10 $38,247.97 $-131,809.26
2022-02-03 00:00:00 SELL $451.38 18 $48,175.89 $8.12 8 $38,175.89 $-180,647.38
2022-04-04 00:00:00 BUY $206.34 2 $10,337.34 $0.41 55 $337.34 $-20,284.59
2022-05-28 00:00:00 SELL $327.96 1 $7,576.99 $0.33 0 $-2,423.01 $0.00
2022-09-24 00:00:00 SELL $295.01 3 $79,179.34 $0.89 0 $69,179.34 $0.00
2022-10-05 00:00:00 SELL $485.77 2 $8,416.32 $0.97 0 $-1,583.68 $0.00
2022-10-16 00:00:00 BUY $133.96 18 $59,266.36 $2.41 27 $49,266.36 $-200,277.18
2022-12-12 00:00:00 SELL $154.66 6 $38,057.57 $0.93 0 $28,057.57 $0.00
2022-12-24 00:00:00 SELL $309.22 20 $42,410.79 $6.18 0 $32,410.79 $0.00
2022-12-27 00:00:00 BUY $208.97 10 $14,392.35 $2.09 38 $4,392.35 $-26,904.31
2023-01-12 00:00:00 BUY $430.69 10 $46,984.61 $4.31 10 $36,984.61 $-146,702.59
2023-01-28 00:00:00 SELL $497.41 1 $8,784.68 $0.50 0 $-1,215.32 $0.00
2023-04-11 00:00:00 BUY $465.80 1 $30,244.28 $0.47 21 $20,244.28 $-75,021.96
2023-04-14 00:00:00 BUY $407.68 38 $52,004.32 $15.49 45 $42,004.32 $-187,959.75
2023-07-24 00:00:00 SELL $463.37 1 $7,167.81 $0.46 1 $-2,832.19 $-19,888.81
2023-08-18 00:00:00 BUY $284.29 2 $6,808.70 $0.57 2 $-3,191.30 $-19,783.61
2023-10-05 00:00:00 SELL $217.06 3 $7,235.67 $0.65 3 $-2,764.33 $-11,057.45
2023-10-30 00:00:00 SELL $489.70 1 $7,236.55 $0.49 1 $-2,763.45 $-13,385.88
2024-02-10 00:00:00 BUY $279.89 10 $7,535.64 $2.80 65 $-2,464.36 $-13,853.33
2024-03-10 00:00:00 SELL $433.78 51 $60,774.29 $22.12 3 $50,774.29 $-193,807.10
2024-04-05 00:00:00 BUY $483.32 6 $34,918.23 $2.90 129 $24,918.23 $-183,267.42
2024-04-30 00:00:00 BUY $300.05 4 $46,639.82 $1.20 4 $36,639.82 $-174,674.31
2024-08-29 00:00:00 BUY $280.64 10 $27,043.06 $2.81 18 $17,043.06 $-83,106.67
2024-09-26 00:00:00 SELL $495.30 2 $7,270.27 $0.99 1 $-2,729.73 $-14,485.57
2025-01-05 00:00:00 BUY $283.41 31 $52,626.41 $8.79 31 $42,626.41 $-186,322.81
2025-01-29 00:00:00 BUY $165.41 42 $28,561.05 $6.95 42 $18,561.05 $-70,909.43
2025-04-05 00:00:00 SELL $150.66 1 $7,387.05 $0.15 0 $-2,612.95 $0.00
2025-05-06 00:00:00 SELL $431.40 10 $56,314.02 $4.31 35 $46,314.02 $-206,698.21
SUMMARY (175 total orders) $56,314.02 $591.12 - $44.19% -

USDVND=X

Best: Larry Williams ⏰ 1d
PSR
0.871
Sharpe Ratio
0.445
Total Orders
360
Net Profit
23.91%
Average Win
33.35%
Average Loss
-7.54%
Annual Return
23.91%
Max Drawdown
-13.90%
Win Rate
0.5%
Profit/Loss Ratio
4.07
Alpha
0.080
Beta
1.010
Sortino Ratio
1.185
Total Fees
$2,843.70
Strategy Capacity
$1,272,844
Portfolio Turnover
1.31%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Larry Williams 1d 2.456 14.4% -15.7% 0.5% 🏆 BEST
2 Inside Day 1d 2.403 69.1% -9.9% 0.3%
3 Counter Punsh 1d 2.354 56.0% -27.7% 0.5%
4 Donchian Boyt 1d 2.353 0.4% -19.5% 0.4%
5 Confident Trend 1d 2.307 30.6% -14.7% 0.4%
6 Buyandhold 1d 2.238 -7.2% -23.1% 0.4%
7 Rsi 1d 2.196 56.5% -9.8% 0.7%
8 Ais Micro Test Diversity Gap 1d 2.195 15.7% -18.9% 0.5%
9 Russell Rebalancing Strategy 1d 2.191 40.4% -29.0% 0.6%
10 Weekly Breakout 1d 2.156 53.9% -5.6% 0.5%
11 Rnn Linear Regression 1d 2.138 12.4% -7.0% 0.6%
12 Bollinger Bands 1d 2.122 57.7% -25.1% 0.6%
13 Improved Index Trend 1d 1.873 -16.4% -11.9% 0.4%
14 Stan Weinstein 1d 1.812 47.0% -13.6% 0.6%
15 Long Short Term Memory Neural Network 1d 1.681 -2.2% -11.0% 0.3%
16 Ride The Aggression 1d 1.660 79.5% -12.4% 0.3%
17 Trend Risk Protection 1d 1.604 36.9% -13.4% 0.6%
18 Linear Regression 1d 1.578 -10.6% -11.8% 0.6%
19 Linear Regression Pca 1d 1.555 36.2% -15.5% 0.4%
20 Pullback 1d 1.399 5.5% -27.1% 0.5%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-11-27 00:00:00 BUY $462.92 14 $74,858.62 $6.48 291 $64,858.62 $-394,726.78
2021-12-03 00:00:00 SELL $93.08 345 $120,678.78 $32.11 115 $110,678.78 $-455,687.15
2021-12-23 00:00:00 BUY $471.66 1 $7,294.75 $0.47 30 $-2,705.25 $7,360.21
2021-12-27 00:00:00 BUY $339.99 330 $284,192.96 $112.20 375 $274,192.96 $-959,343.69
2022-02-14 00:00:00 SELL $317.30 10 $906,521.83 $3.17 13 $896,521.83 $-3,715,470.61
2022-02-20 00:00:00 SELL $472.18 477 $528,409.14 $225.23 507 $518,409.14 $-1,137,694.50
2022-03-02 00:00:00 BUY $484.42 102 $161,098.41 $49.41 117 $151,098.41 $-104,503.74
2022-05-28 00:00:00 SELL $203.81 51 $1,095,467.74 $10.39 62 $1,085,467.74 $-3,245,581.06
2022-06-20 00:00:00 SELL $466.95 52 $151,610.40 $24.28 56 $141,610.40 $-105,576.95
2022-07-25 00:00:00 BUY $121.36 167 $163,585.03 $20.27 170 $153,585.03 $-120,283.70
2022-08-06 00:00:00 SELL $150.81 59 $96,192.96 $8.90 93 $86,192.96 $-542,830.08
2022-09-03 00:00:00 BUY $52.22 8,670 $1,116,012.41 $452.72 8,674 $1,106,012.41 $-4,266,672.41
2022-09-07 00:00:00 BUY $384.35 308 $896,521.27 $118.38 9,435 $886,521.27 $-1,646,880.63
2022-09-24 00:00:00 SELL $400.93 1,167 $1,114,333.63 $467.89 153 $1,104,333.63 $-2,289,316.75
2022-12-11 00:00:00 SELL $122.20 126 $1,569,184.27 $15.40 4 $1,559,184.27 $-4,719,111.62
2022-12-29 00:00:00 SELL $93.19 646 $799,374.69 $60.20 361 $789,374.69 $-3,628,391.55
2022-12-30 00:00:00 BUY $485.83 3 $12,111.40 $1.46 43 $2,111.40 $2,596.92
2023-01-21 00:00:00 SELL $435.80 1 $910,426.78 $0.44 1 $900,426.78 $-3,719,159.77
2023-02-25 00:00:00 SELL $220.73 1 $35,991.32 $0.22 6 $25,991.32 $-36,621.06
2023-05-15 00:00:00 SELL $137.75 1 $9,208.34 $0.14 7 $-791.66 $-195.08
2023-06-05 00:00:00 BUY $452.06 161 $283,276.80 $72.78 177 $273,276.80 $-1,130,209.10
2023-06-05 00:00:00 SELL $393.62 6 $677,838.65 $2.36 49 $667,838.65 $-1,357,804.28
2023-06-18 00:00:00 SELL $385.82 5 $3,192,058.93 $1.93 44 $3,182,058.93 $-10,071,627.24
2023-07-15 00:00:00 SELL $358.10 2 $678,554.13 $0.72 47 $668,554.13 $-1,360,260.86
2023-09-23 00:00:00 BUY $387.29 69 $152,873.44 $26.72 70 $142,873.44 $-336,204.61
2023-10-28 00:00:00 SELL $109.58 1 $648,396.99 $0.11 253 $638,396.99 $-2,130,886.39
2023-11-28 00:00:00 SELL $314.63 11 $447,099.77 $3.46 30 $437,099.77 $-757,279.94
2023-12-03 00:00:00 SELL $476.02 1 $187,202.83 $0.48 0 $177,202.83 $0.00
2023-12-14 00:00:00 SELL $239.55 384 $1,480,357.59 $91.99 156 $1,470,357.59 $-4,484,332.39
2023-12-21 00:00:00 SELL $248.62 59 $1,551,680.84 $14.67 222 $1,541,680.84 $-4,536,214.21
2024-01-12 00:00:00 SELL $357.78 105 $1,048,195.03 $37.57 8 $1,038,195.03 $-2,598,111.73
2024-01-18 00:00:00 SELL $349.35 1 $1,025,100.44 $0.35 0 $1,015,100.44 $0.00
2024-02-12 00:00:00 SELL $64.69 16 $8,328.74 $1.04 14 $-1,671.26 $-6,355.58
2024-02-16 00:00:00 SELL $420.62 81 $182,145.86 $34.07 22 $172,145.86 $-239,385.87
2024-02-25 00:00:00 SELL $53.53 1 $18,862.35 $0.05 0 $8,862.35 $0.00
2024-02-29 00:00:00 SELL $192.01 70 $142,611.73 $13.44 161 $132,611.73 $-332,401.05
2024-03-18 00:00:00 SELL $438.42 21 $459,822.17 $9.21 0 $449,822.17 $0.00
2024-03-30 00:00:00 BUY $88.89 973 $303,402.89 $86.49 984 $293,402.89 $-1,203,132.18
2024-04-23 00:00:00 BUY $349.72 9 $15,239.54 $3.15 11 $5,239.54 $-6,012.68
2024-05-11 00:00:00 BUY $198.12 90 $57,570.58 $17.83 426 $47,570.58 $-427,207.08
2024-05-13 00:00:00 SELL $223.01 106 $1,036,493.24 $23.64 233 $1,026,493.24 $-3,288,762.29
2024-05-31 00:00:00 SELL $273.04 3 $688,226.04 $0.82 0 $678,226.04 $0.00
2024-06-30 00:00:00 SELL $75.57 4 $43,232.62 $0.30 0 $33,232.62 $0.00
2024-08-02 00:00:00 SELL $133.94 8 $38,200.22 $1.07 14 $28,200.22 $-31,070.53
2024-08-13 00:00:00 BUY $59.35 128 $290,595.53 $7.60 270 $280,595.53 $-1,266,981.30
2024-10-09 00:00:00 BUY $176.62 1,543 $2,930,225.40 $272.52 1,550 $2,920,225.40 $-9,814,843.79
2024-12-02 00:00:00 SELL $275.99 11 $15,144.26 $3.04 32 $5,144.26 $-10,919.68
2024-12-03 00:00:00 SELL $268.95 21 $3,203,021.04 $5.65 7 $3,193,021.04 $-10,086,720.56
2025-03-16 00:00:00 SELL $170.40 278 $406,438.86 $47.37 96 $396,438.86 $-988,452.93
2025-07-19 00:00:00 BUY $214.77 200 $129,184.46 $42.95 231 $119,184.46 $-270,749.21
SUMMARY (338 total orders) $129,184.46 $29958.47 - $23.91% -

EURVND=X

Best: Pullback ⏰ 1d
PSR
0.646
Sharpe Ratio
1.438
Total Orders
58
Net Profit
22.59%
Average Win
28.85%
Average Loss
-5.23%
Annual Return
22.59%
Max Drawdown
-9.23%
Win Rate
0.5%
Profit/Loss Ratio
5.03
Alpha
-0.069
Beta
0.580
Sortino Ratio
1.181
Total Fees
$2,115.54
Strategy Capacity
$4,620,459
Portfolio Turnover
0.80%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Pullback 1d 2.482 67.9% -24.0% 0.5% 🏆 BEST
2 Support Vector Machines 1d 2.444 -0.2% -23.3% 0.3%
3 Ais Micro Test Diversity Gap 1d 2.430 30.5% -14.0% 0.5%
4 Improved Index Trend 1d 2.337 47.9% -18.5% 0.3%
5 Linear Regression 1d 2.275 35.2% -29.2% 0.4%
6 Buyandhold 1d 2.204 69.7% -8.7% 0.6%
7 Stan Weinstein 1d 2.118 72.1% -13.0% 0.3%
8 Linear Regression Pca 1d 1.941 63.5% -13.4% 0.3%
9 Macd 1d 1.910 73.1% -29.5% 0.3%
10 Decision Tree 3 1d 1.905 7.1% -16.0% 0.5%
11 Decision Tree 2 1d 1.716 12.9% -17.9% 0.6%
12 Weekly Breakout 1d 1.588 38.9% -5.8% 0.7%
13 Stable Mean Revert 1d 1.472 74.5% -5.6% 0.6%
14 Larry Williams 1d 1.309 22.8% -6.4% 0.5%
15 Machine Learning Rsi 1d 1.279 52.1% -6.6% 0.4%
16 Bitcoin 1d 1.270 28.8% -28.2% 0.4%
17 Multi Layer Ema 1d 1.200 26.6% -12.3% 0.5%
18 Counter Punsh 1d 1.177 73.9% -22.4% 0.6%
19 Rsi 1d 1.172 51.9% -6.3% 0.6%
20 Mfi 1d 1.161 45.2% -20.4% 0.3%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2002-09-16 00:00:00 BUY $358.46 12 $38,160.80 $4.30 16 $28,160.80 $-83,268.98
2003-10-08 00:00:00 BUY $350.64 10 $14,342.66 $3.51 10 $4,342.66 $-233.48
2004-02-04 00:00:00 SELL $349.08 23 $56,437.40 $8.03 15 $46,437.40 $-51,006.34
2005-02-16 00:00:00 SELL $66.69 41 $42,466.64 $2.73 4 $32,466.64 $-88,737.61
2005-07-29 00:00:00 BUY $355.32 7 $12,001.41 $2.49 22 $2,001.41 $-2,377.84
2006-05-21 00:00:00 SELL $493.18 14 $33,534.10 $6.90 118 $23,534.10 $-29,567.49
2006-07-28 00:00:00 SELL $95.53 78 $39,735.14 $7.45 45 $29,735.14 $-84,705.29
2006-11-06 00:00:00 BUY $198.27 73 $35,935.97 $14.47 101 $25,935.97 $-43,973.19
2007-02-01 00:00:00 SELL $226.65 10 $26,874.34 $2.27 1 $16,874.34 $-16,459.00
2007-12-29 00:00:00 BUY $121.72 4 $22,494.85 $0.49 32 $12,494.85 $-23,974.12
2008-03-06 00:00:00 BUY $292.52 24 $26,636.52 $7.02 132 $16,636.52 $-42,129.81
2008-09-22 00:00:00 SELL $449.39 15 $26,943.87 $6.74 0 $16,943.87 $0.00
2008-10-28 00:00:00 BUY $71.85 71 $36,452.60 $5.10 72 $26,452.60 $-25,664.33
2009-06-27 00:00:00 SELL $416.45 1 $17,852.58 $0.42 0 $7,852.58 $0.00
2009-07-06 00:00:00 SELL $177.07 8 $17,165.24 $1.42 2 $7,165.24 $-2,494.42
2010-03-24 00:00:00 SELL $130.22 1 $59,704.43 $0.13 0 $49,704.43 $0.00
2010-11-04 00:00:00 SELL $244.87 4 $17,775.85 $0.98 0 $7,775.85 $0.00
2011-01-12 00:00:00 BUY $196.57 15 $14,491.13 $2.95 15 $4,491.13 $-4,297.77
2011-03-19 00:00:00 BUY $93.99 15 $33,425.78 $1.41 15 $23,425.78 $-26,946.10
2011-04-30 00:00:00 BUY $86.32 33 $7,148.59 $2.85 33 $-2,851.41 $2,848.56
2011-06-01 00:00:00 SELL $67.50 21 $53,533.04 $1.42 3 $43,533.04 $-60,356.12
2011-06-15 00:00:00 SELL $111.72 6 $59,574.34 $0.67 1 $49,574.34 $-35,827.17
2011-09-26 00:00:00 BUY $141.35 28 $22,982.20 $3.96 28 $12,982.20 $-19,953.50
2011-10-26 00:00:00 SELL $374.35 23 $15,750.11 $8.61 10 $5,750.11 $894.98
2013-03-30 00:00:00 BUY $90.99 44 $10,491.10 $4.00 55 $491.10 $-7,677.75
2013-06-04 00:00:00 SELL $485.58 11 $37,688.92 $5.34 9 $27,688.92 $-26,467.35
2014-08-27 00:00:00 BUY $214.36 5 $32,352.92 $1.07 20 $22,352.92 $-25,478.58
2014-09-21 00:00:00 BUY $440.92 33 $45,139.56 $14.55 33 $35,139.56 $-21,388.57
2015-12-01 00:00:00 SELL $334.72 1 $53,867.43 $0.33 2 $43,867.43 $-59,889.18
2017-01-30 00:00:00 BUY $447.28 2 $55,541.94 $0.89 17 $45,541.94 $-48,638.73
2017-02-19 00:00:00 BUY $239.72 24 $48,416.60 $5.75 38 $38,416.60 $-41,379.82
2017-06-27 00:00:00 BUY $132.30 26 $50,424.12 $3.44 28 $40,424.12 $-56,854.15
2018-03-22 00:00:00 SELL $384.54 53 $56,812.91 $20.38 19 $46,812.91 $-28,632.60
2019-02-04 00:00:00 SELL $222.82 9 $14,498.57 $2.01 11 $4,498.57 $-10,231.02
2019-07-25 00:00:00 BUY $488.79 7 $52,116.99 $3.42 24 $42,116.99 $-45,406.14
2019-10-22 00:00:00 SELL $319.02 11 $26,000.53 $3.51 21 $16,000.53 $-21,656.53
2019-11-30 00:00:00 SELL $476.06 19 $54,175.68 $9.05 14 $44,175.68 $-43,824.40
2020-04-17 00:00:00 SELL $185.20 1 $17,436.54 $0.19 1 $7,436.54 $-3,554.70
2020-08-11 00:00:00 SELL $404.07 9 $40,842.28 $3.64 10 $30,842.28 $-90,456.44
2020-11-04 00:00:00 SELL $122.24 1 $45,324.89 $0.12 0 $35,324.89 $0.00
2020-11-15 00:00:00 SELL $484.25 8 $41,559.06 $3.87 1 $31,559.06 $-30,353.29
2021-10-05 00:00:00 SELL $321.21 44 $24,610.06 $14.13 11 $14,610.06 $-13,152.38
2022-01-02 00:00:00 SELL $484.99 9 $45,202.78 $4.36 1 $35,202.78 $-94,012.19
2022-01-17 00:00:00 SELL $247.12 2 $12,495.16 $0.49 20 $2,495.16 $-7,739.67
2022-03-04 00:00:00 BUY $238.26 5 $37,209.24 $1.19 19 $27,209.24 $-88,778.93
2022-04-15 00:00:00 SELL $120.59 2 $38,401.74 $0.24 14 $28,401.74 $-91,617.66
2022-12-25 00:00:00 BUY $248.40 5 $32,290.87 $1.24 123 $22,290.87 $-57,209.63
2024-07-31 00:00:00 BUY $324.25 7 $33,663.92 $2.27 108 $23,663.92 $-43,452.73
2024-11-08 00:00:00 BUY $183.77 2 $16,797.33 $0.37 4 $6,797.33 $-2,113.48
2025-02-14 00:00:00 SELL $142.21 4 $23,367.16 $0.57 6 $13,367.16 $-19,903.81
SUMMARY (56 total orders) $23,367.16 $224.52 - $22.59% -

USDMYR=X

Best: Face The Train ⏰ 1d
PSR
0.918
Sharpe Ratio
0.732
Total Orders
301
Net Profit
46.01%
Average Win
32.96%
Average Loss
-6.40%
Annual Return
46.01%
Max Drawdown
-17.54%
Win Rate
0.3%
Profit/Loss Ratio
6.28
Alpha
0.178
Beta
1.533
Sortino Ratio
0.259
Total Fees
$4,199.55
Strategy Capacity
$4,117,030
Portfolio Turnover
1.34%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Face The Train 1d 2.467 69.9% -28.8% 0.5% 🏆 BEST
2 Turtle Trading 1d 2.451 -10.3% -24.6% 0.4%
3 Bitcoin 1d 2.407 78.8% -5.5% 0.3%
4 Adx 1d 2.358 28.4% -14.8% 0.3%
5 Donchian Channels Breakout 1d 2.327 43.7% -16.0% 0.7%
6 Stable Mean Revert 1d 2.289 -11.7% -17.4% 0.5%
7 Decision Tree 2 1d 2.263 71.9% -9.3% 0.3%
8 Svm Rnn 1d 2.249 66.0% -23.2% 0.5%
9 Stan Weinstein 1d 2.237 5.6% -16.1% 0.5%
10 Linear Regression 1d 2.222 21.4% -12.6% 0.6%
11 Bollinger Bands 1d 2.196 58.2% -7.0% 0.5%
12 Decision Tree 1d 2.193 -18.8% -14.9% 0.5%
13 Confident Trend 1d 2.178 49.0% -20.7% 0.7%
14 Neural Networks Recurrent Neural 1d 2.135 42.7% -9.5% 0.7%
15 Weekly Breakout 1d 2.023 74.4% -9.1% 0.4%
16 Lazy Trend Follower 1d 2.005 17.3% -18.4% 0.4%
17 Macd 1d 1.866 66.4% -14.6% 0.4%
18 Larry Williams 1d 1.854 -5.7% -19.4% 0.7%
19 Support Vector Machines 1d 1.826 -6.6% -11.6% 0.4%
20 Buyandhold 1d 1.753 -12.7% -10.4% 0.4%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2021-10-14 00:00:00 SELL $410.68 44 $320,178.39 $18.07 18 $310,178.39 $-683,757.19
2021-10-23 00:00:00 BUY $277.55 65 $2,188,798.43 $18.04 65 $2,178,798.43 $-2,612,901.38
2021-12-16 00:00:00 SELL $119.97 18 $867,503.44 $2.16 44 $857,503.44 $-948,292.95
2022-01-04 00:00:00 SELL $437.25 1 $859,407.48 $0.44 27 $849,407.48 $-1,560,885.83
2022-02-02 00:00:00 BUY $197.40 5 $13,753.31 $0.99 5 $3,753.31 $-12,260.29
2022-02-04 00:00:00 BUY $496.59 6 $23,987.72 $2.98 6 $13,987.72 $-102,176.27
2022-02-05 00:00:00 BUY $51.53 75 $18,232.81 $3.86 94 $8,232.81 $-59,465.48
2022-02-15 00:00:00 SELL $108.73 9 $40,637.41 $0.98 3 $30,637.41 $-76,336.78
2022-04-19 00:00:00 SELL $461.54 13 $327,575.75 $6.00 10 $317,575.75 $-661,110.23
2022-04-21 00:00:00 SELL $429.26 1 $42,526.09 $0.43 0 $32,526.09 $0.00
2022-05-21 00:00:00 SELL $169.21 13 $8,408.44 $2.20 6 $-1,591.56 $-5,203.26
2022-07-26 00:00:00 SELL $115.27 28 $37,230.78 $3.23 16 $27,230.78 $-157,316.69
2022-08-03 00:00:00 SELL $373.73 13 $178,382.57 $4.86 37 $168,382.57 $-219,079.82
2022-08-05 00:00:00 SELL $127.86 4,181 $1,638,899.67 $534.60 1,199 $1,628,899.67 $-2,139,550.55
2022-08-23 00:00:00 SELL $68.14 342 $865,346.19 $23.30 62 $855,346.19 $-949,346.81
2022-09-12 00:00:00 BUY $55.93 669 $286,527.15 $37.42 2,323 $276,527.15 $-786,233.83
2022-11-27 00:00:00 BUY $83.71 1,492 $323,980.33 $124.90 1,654 $313,980.33 $-652,799.95
2023-01-04 00:00:00 BUY $68.89 31 $5,107.59 $2.14 44 $-4,892.41 $-5,205.85
2023-03-11 00:00:00 BUY $238.10 28 $18,224.34 $6.67 28 $8,224.34 $-50,975.34
2023-03-19 00:00:00 SELL $229.69 2 $41,096.33 $0.46 1 $31,096.33 $-76,433.27
2023-05-04 00:00:00 BUY $443.85 11 $27,251.68 $4.88 25 $17,251.68 $-161,882.96
2023-05-27 00:00:00 BUY $234.85 283 $220,550.98 $66.46 441 $210,550.98 $-455,818.41
2023-06-07 00:00:00 SELL $98.56 249 $759,096.03 $24.54 475 $749,096.03 $-1,273,816.23
2023-06-11 00:00:00 SELL $191.57 18 $37,681.71 $3.45 0 $27,681.71 $0.00
2023-06-26 00:00:00 SELL $165.79 17 $26,868.92 $2.82 1 $16,868.92 $-104,990.03
2023-07-06 00:00:00 BUY $112.30 3 $6,210.91 $0.34 19 $-3,789.09 $-3,747.95
2023-08-06 00:00:00 SELL $171.69 7 $2,206,686.92 $1.20 20 $2,196,686.92 $-2,645,548.83
2023-09-07 00:00:00 BUY $466.29 1 $11,757.95 $0.47 12 $1,757.95 $-12,319.15
2023-09-24 00:00:00 SELL $404.73 1 $33,035.76 $0.40 2 $23,035.76 $-67,364.31
2023-10-12 00:00:00 SELL $350.10 730 $847,446.90 $255.57 63 $837,446.90 $-1,550,635.08
2023-10-26 00:00:00 SELL $173.64 4 $184,605.95 $0.69 1 $174,605.95 $-232,734.35
2023-11-15 00:00:00 BUY $352.41 2 $32,138.96 $0.70 14 $22,138.96 $-167,340.81
2024-01-20 00:00:00 SELL $494.62 98 $1,460,789.09 $48.47 45 $1,450,789.09 $-1,909,799.26
2024-02-04 00:00:00 SELL $82.53 27 $20,458.99 $2.23 67 $10,458.99 $-62,644.02
2024-02-27 00:00:00 BUY $155.28 13 $7,245.42 $2.02 13 $-2,754.58 $-4,199.85
2024-03-18 00:00:00 SELL $499.07 490 $1,936,129.15 $244.54 483 $1,926,129.15 $-2,051,811.15
2024-04-19 00:00:00 SELL $312.45 79 $46,390.61 $24.68 0 $36,390.61 $0.00
2024-07-18 00:00:00 BUY $472.49 19 $62,295.38 $8.98 270 $52,295.38 $-91,484.43
2024-08-04 00:00:00 SELL $263.43 2 $31,498.54 $0.53 7 $21,498.54 $-66,329.78
2024-08-16 00:00:00 SELL $275.90 1 $21,134.06 $0.28 9 $11,134.06 $-28,848.09
2024-08-21 00:00:00 BUY $283.16 89 $287,079.12 $25.20 158 $277,079.12 $-489,445.30
2024-09-21 00:00:00 BUY $305.52 7 $7,859.25 $2.14 7 $-2,140.75 $2,138.62
2024-09-25 00:00:00 BUY $222.01 13 $15,975.55 $2.89 13 $5,975.55 $-36,557.61
2024-12-07 00:00:00 BUY $110.31 1 $15,441.49 $0.11 1 $5,441.49 $-18,270.56
2024-12-19 00:00:00 BUY $485.83 3 $734,577.96 $1.46 724 $724,577.96 $-967,437.65
2025-01-30 00:00:00 SELL $280.39 17 $992,045.63 $4.77 34 $982,045.63 $-1,042,930.49
2025-02-04 00:00:00 SELL $405.11 23 $38,012.19 $9.32 4 $28,012.19 $-73,651.31
2025-02-08 00:00:00 SELL $269.78 19 $18,140.39 $5.13 8 $8,140.39 $-23,792.91
2025-05-01 00:00:00 BUY $382.73 134 $736,036.90 $51.29 721 $726,036.90 $-991,943.31
2025-05-14 00:00:00 SELL $487.68 210 $164,605.41 $102.41 60 $154,605.41 $-198,773.35
SUMMARY (280 total orders) $164,605.41 $7885.43 - $46.01% -

EURMYR=X

Best: Weekly Breakout ⏰ 1d
PSR
0.893
Sharpe Ratio
1.958
Total Orders
161
Net Profit
39.21%
Average Win
20.51%
Average Loss
-6.48%
Annual Return
39.21%
Max Drawdown
-13.25%
Win Rate
0.5%
Profit/Loss Ratio
6.23
Alpha
-0.013
Beta
1.479
Sortino Ratio
0.392
Total Fees
$2,693.73
Strategy Capacity
$2,916,664
Portfolio Turnover
1.22%
Best Timeframe
1d
Combination Rank
1/41

Strategy + Timeframe Combinations Analysis

Rank Strategy Timeframe Sharpe Ratio Total Return Max Drawdown Win Rate Status
1 Weekly Breakout 1d 2.473 24.7% -23.2% 0.7% 🏆 BEST
2 Confident Trend 1d 2.451 40.6% -25.4% 0.3%
3 Machine Learning Rsi 1d 2.401 -2.4% -17.1% 0.6%
4 Long Short Term Memory Neural Network 1d 2.284 63.4% -14.8% 0.6%
5 Linear Regression 1d 2.278 64.9% -9.2% 0.3%
6 Ais Micro Test Diversity Gap 1d 2.174 -12.5% -9.5% 0.4%
7 Decision Tree 1d 2.171 32.1% -7.9% 0.7%
8 Rsi 1d 2.142 71.6% -21.4% 0.4%
9 Russell Rebalancing Strategy 1d 2.100 46.4% -15.3% 0.7%
10 Bullish Engulfing 1d 2.063 -4.6% -28.0% 0.7%
11 Crude Oil 1d 2.041 37.1% -11.9% 0.4%
12 Larry Williams 1d 1.907 61.3% -9.1% 0.3%
13 Ride The Aggression 1d 1.870 55.5% -9.7% 0.3%
14 Neural Networks Recurrent Neural 1d 1.822 75.9% -12.4% 0.3%
15 Improved Index Trend 1d 1.683 70.4% -6.2% 0.3%
16 Support Vector Machines 1d 1.671 21.7% -23.6% 0.6%
17 Donchian Channels Breakout 1d 1.614 -12.3% -5.6% 0.5%
18 Lazy Trend Follower 1d 1.586 35.5% -23.2% 0.6%
19 Counter Punsh 1d 1.553 70.2% -8.5% 0.3%
20 Svm Rnn 1d 1.540 49.0% -27.0% 0.7%
Date/Time Type Price Quantity Equity Fees Holdings Net Profit Unrealized
2016-09-11 00:00:00 SELL $381.00 3 $10,028.76 $1.14 1 $28.76 $-9,799.56
2016-12-20 00:00:00 SELL $338.56 1 $10,074.99 $0.34 0 $74.99 $0.00
2017-03-24 00:00:00 SELL $294.41 9 $33,108.44 $2.65 4 $23,108.44 $-119,211.61
2017-05-22 00:00:00 BUY $334.08 26 $38,346.36 $8.69 36 $28,346.36 $-132,196.15
2017-08-28 00:00:00 SELL $468.37 78 $65,403.96 $36.53 103 $55,403.96 $-114,096.36
2017-10-09 00:00:00 SELL $151.33 3 $13,302.39 $0.45 4 $3,302.39 $-15,000.71
2018-01-01 00:00:00 SELL $76.58 2 $11,575.80 $0.15 11 $1,575.80 $-21,260.65
2018-03-13 00:00:00 SELL $302.24 38 $34,858.35 $11.49 4 $24,858.35 $-57,327.07
2018-07-23 00:00:00 BUY $241.27 21 $12,017.59 $5.07 43 $2,017.59 $-31,510.79
2019-03-09 00:00:00 BUY $200.63 22 $34,036.99 $4.41 22 $24,036.99 $-73,080.60
2019-04-14 00:00:00 SELL $132.58 1 $12,185.17 $0.13 1 $2,185.17 $-20,821.11
2019-10-19 00:00:00 SELL $441.96 12 $21,174.77 $5.30 10 $11,174.77 $-42,532.51
2020-01-04 00:00:00 SELL $206.64 39 $33,855.03 $8.06 0 $23,855.03 $0.00
2020-03-23 00:00:00 SELL $388.99 39 $46,862.38 $15.17 13 $36,862.38 $-122,540.89
2020-09-05 00:00:00 SELL $426.02 10 $29,110.81 $4.26 16 $19,110.81 $-98,264.23
2020-09-18 00:00:00 SELL $243.42 1 $99,710.69 $0.24 0 $89,710.69 $0.00
2020-10-03 00:00:00 SELL $185.20 129 $117,679.51 $23.89 82 $107,679.51 $-234,041.42
2021-01-09 00:00:00 BUY $130.01 3 $9,833.13 $0.39 12 $-166.87 $-3,118.68
2021-03-17 00:00:00 SELL $333.71 9 $23,736.34 $3.00 11 $13,736.34 $-47,139.02
2021-06-06 00:00:00 SELL $89.26 2 $38,401.34 $0.18 1 $28,401.34 $-77,405.22
2021-07-13 00:00:00 SELL $381.61 3 $27,513.24 $1.14 1 $17,513.24 $-50,428.23
2021-11-07 00:00:00 SELL $183.94 21 $15,876.54 $3.86 22 $5,876.54 $-42,905.36
2021-12-06 00:00:00 SELL $442.55 4 $32,236.13 $1.77 8 $22,236.13 $-62,007.14
2022-02-11 00:00:00 SELL $372.70 9 $100,181.00 $3.35 15 $90,181.00 $-156,747.88
2022-02-25 00:00:00 SELL $244.81 7 $50,679.39 $1.71 0 $40,679.39 $0.00
2022-03-08 00:00:00 SELL $119.38 10 $47,041.06 $1.19 10 $37,041.06 $-143,029.10
2022-08-02 00:00:00 SELL $495.38 1 $12,025.32 $0.50 1 $2,025.32 $-4,573.46
2022-11-29 00:00:00 BUY $299.10 7 $32,161.27 $2.09 9 $22,161.27 $-113,905.51
2022-12-10 00:00:00 SELL $278.35 2 $13,352.20 $0.56 3 $3,352.20 $-24,723.41
2023-02-03 00:00:00 BUY $350.18 26 $24,854.91 $9.10 26 $14,854.91 $-86,871.09
2023-06-07 00:00:00 BUY $463.79 13 $86,064.06 $6.03 45 $76,064.06 $-196,327.06
2023-07-01 00:00:00 SELL $125.99 3 $28,485.32 $0.38 16 $18,485.32 $-114,581.57
2023-07-25 00:00:00 BUY $146.67 20 $20,735.94 $2.93 20 $10,735.94 $-44,943.08
2023-10-04 00:00:00 BUY $291.22 1 $12,052.72 $0.29 2 $2,052.72 $-20,080.03
2023-10-20 00:00:00 SELL $494.19 9 $21,851.33 $4.45 4 $11,851.33 $-34,950.48
2023-11-14 00:00:00 BUY $479.26 30 $36,287.17 $14.38 30 $26,287.17 $-113,219.90
2023-12-15 00:00:00 SELL $121.67 20 $136,451.92 $2.43 23 $126,451.92 $-246,429.49
2024-04-13 00:00:00 SELL $476.74 2 $99,467.52 $0.95 1 $89,467.52 $-209,116.86
2024-05-09 00:00:00 SELL $205.90 3 $14,764.22 $0.62 0 $4,764.22 $0.00
2024-06-02 00:00:00 SELL $164.35 3 $10,391.10 $0.49 16 $391.10 $-26,804.94
2024-06-30 00:00:00 BUY $382.58 58 $117,572.41 $22.19 59 $107,572.41 $-229,107.15
2024-09-04 00:00:00 BUY $72.28 25 $31,485.03 $1.81 27 $21,485.03 $-73,736.05
2024-09-09 00:00:00 SELL $376.55 7 $26,369.55 $2.64 4 $16,369.55 $-49,303.65
2024-10-04 00:00:00 SELL $464.17 2 $34,233.29 $0.93 1 $24,233.29 $-119,925.07
2025-01-01 00:00:00 BUY $112.37 20 $45,848.41 $2.25 20 $35,848.41 $-139,728.12
2025-03-19 00:00:00 SELL $377.92 2 $29,962.98 $0.76 1 $19,962.98 $-51,252.90
2025-03-29 00:00:00 BUY $457.71 6 $7,279.77 $2.75 7 $-2,720.23 $-6,976.61
2025-04-09 00:00:00 SELL $326.29 13 $31,706.99 $4.24 52 $21,706.99 $-110,630.65
2025-05-31 00:00:00 BUY $91.22 9 $27,190.68 $0.82 9 $17,190.68 $-49,988.90
2025-06-16 00:00:00 SELL $135.88 8 $35,122.91 $1.09 14 $25,122.91 $-80,006.08
SUMMARY (154 total orders) $35,122.91 $724.20 - $39.21% -